The following pages link to (Q4869752):
Displaying 8 items.
- Bootstrapping sample quantiles in non-regular cases (Q449898) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions (Q2738928) (← links)
- Inference for optimal dynamic treatment regimes using an adaptive \(m\)-out-of-\(n\) bootstrap scheme (Q2861961) (← links)
- Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
- Proportional Hazards Model with a Change Point for Clustered Event Data (Q6079978) (← links)
