Pages that link to "Item:Q2892929"
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The following pages link to Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929):
Displaying 14 items.
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Bootstrapping the sample means for stationary mixing sequences (Q1313135) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229) (← links)
- Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
- (Q3972788) (← links)
- Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)
- A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)
