Pages that link to "Item:Q1896250"
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The following pages link to Large sample confidence regions based on subsamples under minimal assumptions (Q1896250):
Displaying 50 items.
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- On the subsample bootstrap variance estimation (Q1305251) (← links)
- Resampling: consistency of substitution estimators (Q1354426) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- On the asymptotic distribution of (generalized) Lorenz transvariation measures (Q1701049) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics (Q1848889) (← links)
- Superconsistent estimation and inference in structural econometric models using extreme order statistics. (Q1858955) (← links)
- An Edgeworth expansion for symmetric finite population statistics (Q1872293) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Gap bootstrap methods for massive data sets with an application to transportation engineering (Q1940003) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Stronger instruments via integer programming in an observational study of late preterm birth outcomes (Q1951518) (← links)
- Willem van Zwet's research (Q2054512) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Function-based hypothesis testing in censored two-sample location-scale models (Q2176318) (← links)
- Causal mediation analysis in the presence of a misclassified binary exposure (Q2192287) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Models as approximations. II. A model-free theory of parametric regression (Q2194567) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models (Q2220284) (← links)
- Higher-order accuracy of multiscale-double bootstrap for testing regions (Q2252895) (← links)
- Random sets and exact confidence regions (Q2257031) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Second order concentration via logarithmic Sobolev inequalities (Q2278656) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap (Q2316975) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Penalized log-likelihood estimation for partly linear transformation models with current status data (Q2368853) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Data-based decision rules about the convexity of the support of a distribution (Q2441048) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
