Pages that link to "Item:Q918584"

The following pages link to Bootstrapping general empirical measures (Q918584):

Displaying 50 items.

• Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
• COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
• TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
• Statistical inference and data mining: false discoveries control (Q3298620) (← links)
• Ranked simulated resampling: a more efficient and accurate resampling approximations for bootstrap inference (Q3390335) (← links)
• Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
• SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC (Q3465604) (← links)
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment (Q3616272) (← links)
• On smoothed bootstrap for density functionals (Q4470125) (← links)
• A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• A Glivenko-Cantelli Bootstrap Theorem for the Foster-Greer-Thorbecke Poverty Index (Q4994853) (← links)
• A block bootstrap for quasi-likelihood in sparse functional data (Q4999843) (← links)
• (Q5019099) (← links)
• Semiparametric estimation of signaling games with equilibrium refinement (Q5065207) (← links)
• Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
• Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
• IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL (Q5104478) (← links)
• Classifying Speech Sonority Functional Data using a Projected Kolmogorov–Smirnov Approach (Q5123290) (← links)
• An Extended Continuous Mapping Theorem for Outer Almost Sure Weak Convergence (Q5232092) (← links)
• Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
• LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
• BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes (Q5484659) (← links)
• Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
• TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE (Q5859557) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
• Rate of convergence of bootstrapped empirical measures (Q5952096) (← links)
• On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution (Q5955868) (← links)
• Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• Quantile varying-coefficient structural equation model (Q6122758) (← links)
• Estimating global and country-specific excess mortality during the COVID-19 pandemic (Q6161878) (← links)
• Statistical Analysis of Random Objects Via Metric Measure Laplacians (Q6171689) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
• Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
• Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
• Limit theorems for a class of processes generalizing the <i>U</i> -empirical process (Q6550289) (← links)
• Strong uniform laws of large numbers for bootstrap means and other randomly weighted sums (Q6580271) (← links)
• Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
• Quantile-based PLS-SEM with bag of little bootstraps (Q6588681) (← links)
• Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes (Q6617801) (← links)