Pages that link to "Item:Q391516"

The following pages link to On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516):

Displaying 14 items.

• Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
• The local bootstrap for kernel estimators under general dependence conditions (Q1585876) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
• Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
• The explicit form of the rate function for semi-Markov processes and its contractions (Q4642706) (← links)
• The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications (Q5051325) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
• The Bahadur representation for empirical and smooth quantile estimators under association (Q6549583) (← links)
• Limit theorems for a class of processes generalizing the <i>U</i> -empirical process (Q6550289) (← links)