Pages that link to "Item:Q1109451"
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The following pages link to Bootstrap procedures under some non-i.i.d. models (Q1109451):
Displaying 50 items.
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Feasible generalized least squares using support vector regression (Q1714071) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- On some distributions arising from a generalized trivariate reduction scheme (Q1731364) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- MATS: inference for potentially singular and heteroscedastic MANOVA (Q1742739) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap. (Q1852934) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Bootstrapping the general linear hypothesis test (Q1896188) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients (Q1927432) (← links)
- Implementing the wild bootstrap using a two-point distribution (Q1934128) (← links)
- Modelling uncertainty: a recursive VAR bootstrapping approach (Q1934802) (← links)
- A semiparametric regression model for paired longitudinal outcomes with application in childhood blood pressure development (Q1940023) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
- Distributed statistical inference for massive data (Q2054533) (← links)
- New Edgeworth-type expansions with finite sample guarantees (Q2105182) (← links)
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Comparison of nonlinear curves and surfaces (Q2189608) (← links)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- Bootstrap and permutation rank tests for proportional hazards under right censoring (Q2223340) (← links)
- The wild bootstrap for multivariate Nelson-Aalen estimators (Q2274664) (← links)
- Inferential procedures for partially observed functional data (Q2274966) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- The Behrens-Fisher problem with covariates and baseline adjustments (Q2303752) (← links)
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses (Q2306275) (← links)
- Asymptotic theory and wild bootstrap inference with clustered errors (Q2330727) (← links)
- Statistical paleoclimate reconstructions via Markov random fields (Q2349575) (← links)
- Testing regression models with selection-biased data (Q2351692) (← links)
- Simultaneous confidence bands for functional regression models (Q2407117) (← links)
- Wild bootstrap logrank tests with broader power functions for testing superiority (Q2416734) (← links)
- Bootstrapping a hedonic price index: experience from used cars data (Q2461275) (← links)
- Testing the suitability of polynomial models in errors-in-variables problems (Q2473077) (← links)
- Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness (Q2787384) (← links)
- The Wild Bootstrap for Multilevel Models (Q2807608) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Simple regression‐based tests for spatial dependence (Q3018509) (← links)
