Pages that link to "Item:Q749074"
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The following pages link to The bootstrap of the mean with arbitrary bootstrap sample size (Q749074):
Displaying 50 items.
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- Asymptotic properties of the bootstrap for heavy-tailed distributions (Q751110) (← links)
- A note on bootstrapping the sample median (Q794361) (← links)
- The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
- On the asymptotic distribution of the bootstrap estimate with random resample size (Q882685) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Bootstrap of the mean in the infinite variance case (Q1093280) (← links)
- Necessary conditions for the bootstrap of the mean (Q1120210) (← links)
- Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size'' (Q1185280) (← links)
- On the law of large numbers for the bootstrap mean (Q1198986) (← links)
- Bootstrapping the mean of a symmetric population (Q1210283) (← links)
- On the bootstrap of the sample mean in the infinite variance case (Q1263180) (← links)
- Necessary conditions for the bootstrap of the mean of a triangular array (Q1291157) (← links)
- A note on the rate of convergence of the bootstrap (Q1308793) (← links)
- Necessary and sufficient conditions for the multivariate bootstrap of the mean (Q1324604) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics (Q1361745) (← links)
- The asymptotic distribution of the bootstrap sample mean of an infinitesimal array (Q1386733) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- Bootstrapping point processes with some applications (Q1613654) (← links)
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- Exponential inequality for chaos based on sampling without replacement (Q1726844) (← links)
- Asymptotic stability of the bootstrap sample mean. (Q1766048) (← links)
- Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
- On the unconditional strong law of large numbers for the bootstrap mean (Q1916170) (← links)
- The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Estimation of the mean for critical branching process and its bootstrap approximation (Q2392257) (← links)
- Bootstrap of means under stratified sampling (Q2426810) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean (Q2440602) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Bootstrapping extremes of random variables under power normalization (Q2474785) (← links)
- On weak convergence of the bootstrap general empirical process with random resample size (Q2510599) (← links)
- A note on proving that the (modified) bootstrap works (Q3761482) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS (Q4807337) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302) (← links)
