Pages that link to "Item:Q1907831"
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The following pages link to On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models (Q1907831):
Displaying 27 items.
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Bootstrapping \(M\)-estimators of a multiple linear regression parameter (Q1206724) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap (Q2316975) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- The Block-Block Bootstrap for Time Series (Q2859302) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- A bootstrap procedure in linear regression with nonstationary errors (Q4399504) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Bootstrapping and empirical edgeworth expansions in multiple linear regression models (Q4839327) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- Moving Block Bootstrap for Analyzing Longitudinal Data (Q5259117) (← links)
- Improved nonparametric confidence intervals in time series regressions (Q5478900) (← links)
- A short prehistory of the bootstrap (Q5965014) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
