Pages that link to "Item:Q918081"
From MaRDI portal
The following pages link to On the relative performance of bootstrap and Edgeworth approximations of a distribution function (Q918081):
Displaying 15 items.
- A parametric bootstrap test for cycles (Q265115) (← links)
- Large deviation principle for moderate deviation probabilities of bootstrap empirical measures (Q906009) (← links)
- Large deviations of bootstrapped \(U\)-statistics (Q943614) (← links)
- Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations (Q1307103) (← links)
- Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants (Q1366366) (← links)
- Self-normalized Cramér-type large deviations for independent random variables. (Q1433897) (← links)
- Edgeworth expansions for compound Poisson processes and the bootstrap (Q1881379) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
- A large deviation principle for bootstrapped sample means (Q2782646) (← links)
- A comparison of bootstrap method and Edgeworth expansion in approximating the distribution of sample variance — one sample and two sample cases (Q3471340) (← links)
- (Q4209827) (← links)
- On the relative performance of the block bootstrap for dependent data (Q4226835) (← links)
- Bootstrap Sample Size in Nonregular Cases (Q4318360) (← links)
- (Q4351954) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
