Pages that link to "Item:Q1603204"
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The following pages link to Bootstrap approximation of distributions of the \(L\)-statistics (Q1603204):
Displaying 13 items.
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Bootstrap of deviation probabilities with applications (Q990896) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median (Q1658717) (← links)
- Bootstraps of sums of independent but not identically distributed stochastic processes (Q1873112) (← links)
- A zero-one law approach to the central limit theorem for the weighted bootstrap mean (Q1922093) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- Some applications of the Mallows metric to the bootstrap (Q2762840) (← links)
- Bootstrap, jackknife and Edgeworth approximations for finite population \(L\)-statistics (Q2810023) (← links)
- Bootstrapping for generalized l-statistics (Q3473019) (← links)
- (Q3972788) (← links)
- (Q4721379) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
