Pages that link to "Item:Q1203924"

The following pages link to Bootstrap, wild bootstrap, and asymptotic normality (Q1203924):

Displaying 36 items.

• Profiling heteroscedasticity in linear regression models (Q90754) (← links)
• A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
• The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
• A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
• Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
• Quantile-based nonparametric inference for first-price auctions (Q738160) (← links)
• A martingale residual diagnostic for longitudinal and recurrent event data (Q746012) (← links)
• Asymptotic normality and the bootstrap in stratified sampling (Q795425) (← links)
• Bootstrap model selection for possibly dependent and heterogeneous data (Q904102) (← links)
• Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
• Bootstrap procedures under some non-i.i.d. models (Q1109451) (← links)
• Rate of convergence for the wild bootstrap in nonparametric regression (Q1184234) (← links)
• When does bootstrap work! Asymptotic results and simulations (Q1189002) (← links)
• How do bootstrap and permutation tests work? (Q1412364) (← links)
• Easy bootstrap-like estimation of asymptotic variances (Q1787986) (← links)
• Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
• Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
• Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator (Q2000875) (← links)
• On bootstrap consistency of MAVE for single index models (Q2007996) (← links)
• Bootstrap and wild bootstrap for high dimensional linear models (Q2366738) (← links)
• On weak convergence of the bootstrap general empirical process with random resample size (Q2510599) (← links)
• A score based approach to wild bootstrap inference (Q2870563) (← links)
• Nonparametric inference for the cumulative incidence function of a competing risk, with an emphasis on confidence bands in the presence of left-truncation (Q2912013) (← links)
• Wild bootstrap for quantile regression (Q3107987) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Confidence Regions for Spatial Excursion Sets From Repeated Random Field Observations, With an Application to Climate (Q4559711) (← links)
• Assessing Accuracy of Statistical Inferences by Resamplings (Q4562199) (← links)
• Parallel and bootstrapped stochastic approximation (Q4702154) (← links)
• Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference (Q4916452) (← links)
• (Q4919231) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
• (Q5389676) (← links)
• Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances (Q5860989) (← links)
• Bootstrapping rank statistics. (Q5953733) (← links)