The following pages link to Bootstrapping empirical functions (Q914293):
Displaying 44 items.
- Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
- Empirical probability generating function. An overview (Q689570) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Charging up the functional bootstrap (Q825729) (← links)
- Bootstrapping general empirical measures (Q918584) (← links)
- Bootstrapping complex functions (Q1003549) (← links)
- On the use of the bootstrap for estimating functions with functional data (Q1010446) (← links)
- Estimation of influence functions (Q1088329) (← links)
- Approximations to permutation and exchangeable processes (Q1185797) (← links)
- Confidence bands for percentile residual lifetimes (Q1193999) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- Bootstrapping statistical functionals (Q1273030) (← links)
- Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve (Q1298914) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Bootstrapping the renewal spacings processes (Q1361616) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- Linear rank statistics, finite sampling, permutation tests and Winsorizing (Q1816990) (← links)
- Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
- A note on the bootstrapped empirical process (Q1888316) (← links)
- Another look at bootstrapping the Student \(t\)-statistic (Q2261926) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Asymptotic total variation tests for copulas (Q2515522) (← links)
- The decreasing percentile residual life ageing notion (Q3143492) (← links)
- Estimation of two ordered quantile residual life functions based on mixtures (Q3390340) (← links)
- A note on proving that the (modified) bootstrap works (Q3761482) (← links)
- Do Bootstrap Confidence Procedures Behave Well Uniformly in P? (Q3825950) (← links)
- On stopping times for fixed-width confidence regions (Q4013271) (← links)
- Exploratory data analysis for counts using the empirical probability generating function<sup>1</sup> (Q4275806) (← links)
- A family of test statistics for DMRL (IMRL) alternatives (Q4375426) (← links)
- Inequalities for quantile functions with a uniform studentized clt that includes trimming (Q4375427) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- On the estimation of the influence curve (Q4837799) (← links)
- Approximation for bootstrapped empirical processes (Q4955844) (← links)
- Testing ageing notions through percentiles of the residual life (Q5107748) (← links)
- (Q5148992) (← links)
- Utilizing a quantile function approach to obtain exact bootstrap solutions (Q5965022) (← links)
- Tests for the first-order stochastic dominance (Q6642536) (← links)
