The following pages link to Snigdhansu Chatterjee (Q632747):
Displaying 20 items.
- High dimensional data analysis using multivariate generalized spatial quantiles (Q632748) (← links)
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
- Distribution-free cumulative sum control charts using bootstrap-based control limits (Q1018623) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- The scale enhanced wild bootstrap method for evaluating climate models using wavelets (Q1726757) (← links)
- A new method for bounding rates of convergence of empirical spectral distributions (Q1770906) (← links)
- Generalized bootstrap for estimating equations (Q1781166) (← links)
- \(U\)-statistics, \(M_m\)-estimators and resampling (Q1790702) (← links)
- Dimension asymptotics for generalised bootstrap in linear regression (Q1868296) (← links)
- Using \(p\) values to design statistical process control charts (Q1956332) (← links)
- On weighted multivariate sign functions (Q2146460) (← links)
- Semiparametric modeling of time-varying activation and connectivity in task-based fMRI data (Q2189618) (← links)
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks (Q2273002) (← links)
- Last passage times of minimum contrast estimators (Q2748386) (← links)
- (Q4488846) (← links)
- (Q4542761) (← links)
- Parameter Estimation in Conditional Heteroscedastic Models (Q4707029) (← links)
- A resampling approach to estimation of the linking variance in the Fay–Herriot model (Q5880010) (← links)
