Pages that link to "Item:Q918584"
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The following pages link to Bootstrapping general empirical measures (Q918584):
Displaying 50 items.
- On estimated projection pursuit-type Crámer-von Mises statistics (Q1372213) (← links)
- Bootstrap by sequential resampling (Q1378816) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- Second-order correctness of the Poisson bootstrap (Q1578281) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Statistical inference for simultaneous clustering of gene expression data (Q1602591) (← links)
- Bootstrap confidence sets for the Aumann mean of a random closed set (Q1621361) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- A conversation with Jon Wellner (Q1730907) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- On bootstrap implementation of likelihood ratio test for a unit root (Q1788008) (← links)
- Simple resampling methods for censored regression quantiles (Q1841195) (← links)
- Analyzing bagging (Q1848962) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- On the mean residual life regression model (Q1873103) (← links)
- A note on the bootstrapped empirical process (Q1888316) (← links)
- The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Tests of elliptical symmetry and the asymptotic tail behavior of the statistics (Q1970741) (← links)
- Note on the functional law of the iterated logarithm for the bootstrap empirical process (Q1977170) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
- Robust uniform inference for quantile treatment effects in regression discontinuity designs (Q2000878) (← links)
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity (Q2008622) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) (← links)
- Bootstrap methods for epistemic fuzzy data (Q2162141) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- The fuzzy characterizing function of the distribution of a random fuzzy number (Q2278786) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Measurement errors in quantile regression models (Q2294517) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Model selection by bootstrap penalization for classification (Q2384135) (← links)
- Minimum distance from independence estimation of nonseparable instrumental variables models (Q2397721) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Tail bounds for the supremums of empirical processes over unbounded classes of functions (Q2508547) (← links)
- A distance-based statistical analysis of fuzzy number-valued data (Q2509598) (← links)
- On weak convergence of the bootstrap general empirical process with random resample size (Q2510599) (← links)
- A test of non-identifying restrictions and confidence regions for partially identified parameters (Q2630079) (← links)
- An improved bootstrap test of stochastic dominance (Q2630159) (← links)
- Bayesian bootstraps for \(U\)-processes, hypothesis tests and convergence of Dirichlet \(U\)-processes (Q2739222) (← links)
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
- SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES (Q2976206) (← links)
