Pages that link to "Item:Q1093280"
From MaRDI portal
The following pages link to Bootstrap of the mean in the infinite variance case (Q1093280):
Displaying 28 items.
- Estimation of the mean for critical branching process and its bootstrap approximation (Q2392257) (← links)
- Bootstrapping extremes of random variables under power normalization (Q2474785) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- Hermite expansion and estimation of monotonic transformations of Gaussian data (Q2811276) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
- Validity of the bootstrap in the critical process with a non-stationary immigration (Q3021172) (← links)
- Asymptotic theory for bootstrapping the extremes (Q3137523) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- Bootstrap Sample Size in Nonregular Cases (Q4318360) (← links)
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- Sufficient <i>m</i>-out-of-<i>n</i> (<i>m</i>/<i>n</i>) bootstrap (Q5106884) (← links)
- Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- Two new data-dependent choices of<i>m</i>when applying the<i>m</i>-out-of-<i>n</i>bootstrap to hypothesis testing (Q5300736) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations (Q5421577) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- A class of bootstrap tests on the tail index (Q6172127) (← links)
- On uniform inference in nonlinear models with endogeneity (Q6199650) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
