Pages that link to "Item:Q1120210"
From MaRDI portal
The following pages link to Necessary conditions for the bootstrap of the mean (Q1120210):
Displaying 39 items.
- Specification testing for regression models with dependent data (Q291110) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Inclusion degree tests for the Aumann expectation of a random interval (Q508758) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- The bootstrap of the mean with arbitrary bootstrap sample size (Q749074) (← links)
- Asymptotic properties of the bootstrap for heavy-tailed distributions (Q751110) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- Conditions required for the mean response to fall within specified bounds (Q1176758) (← links)
- Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size'' (Q1185280) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- Necessary conditions for the bootstrap of the mean of a triangular array (Q1291157) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- Necessary and sufficient conditions for the multivariate bootstrap of the mean (Q1324604) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Large and moderate deviation principles for the bootstrap sample quantile (Q1674048) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- A new approach on estimation of the tail index (Q1854706) (← links)
- Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- On the smoothed bootstrap (Q1969149) (← links)
- Another look at bootstrapping the Student \(t\)-statistic (Q2261926) (← links)
- Testing the degree of overlap for the expected value of random intervals (Q2300438) (← links)
- Inclusion and exclusion hypothesis tests for the fuzzy mean (Q2350522) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- A large deviation principle for bootstrapped sample means (Q2782646) (← links)
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
- Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums (Q4702155) (← links)
- Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
- General Weak Laws of Large Numbers for Bootstrap Sample Means (Q5312737) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences (Q5950617) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- The resampling method via representative points (Q6581347) (← links)
- Nonparametric bootstrap inference for the targeted highly adaptive least absolute shrinkage and selection operator (LASSO) estimator (Q6636047) (← links)
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)
