Pages that link to "Item:Q1585876"
From MaRDI portal
The following pages link to The local bootstrap for kernel estimators under general dependence conditions (Q1585876):
Displaying 31 items.
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- A probabilistic graphical model based stochastic input model construction (Q349388) (← links)
- A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
- Modelling time trend via spline confidence band (Q421413) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Testing conditional independence using maximal nonlinear conditional correlation (Q987998) (← links)
- Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Asymptotic distribution of smoothers based on local means and local medians under dependence (Q1898396) (← links)
- Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
- The reaction of stock market returns to unemployment (Q2691716) (← links)
- Conditional association (Q2919424) (← links)
- Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- On a local uniform bootstrap validity (Q4248114) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS (Q4807256) (← links)
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- Measuring Granger Causality in Quantiles (Q6617814) (← links)
- Measuring Nonlinear Granger Causality in Mean (Q6623184) (← links)
- Tie-Break Bootstrap for Nonparametric Rank Statistics (Q6626230) (← links)
