Pages that link to "Item:Q449898"
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The following pages link to Bootstrapping sample quantiles in non-regular cases (Q449898):
Displaying 11 items.
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
- Weak convergence of quantile and expectile processes under general assumptions (Q2278664) (← links)
- Bootstrapping regression quantiles (Q3432392) (← links)
- Bootstrapping the sample median (Q4213995) (← links)
- On bootstrap sample size in extreme value theory (Q4452831) (← links)
- (Q4869752) (← links)