Pages that link to "Item:Q1026346"

The following pages link to Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346):

Displaying 23 items.

• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
• Consistency of the generalized bootstrap for degenerate \(U\)-statistics (Q1317252) (← links)
• Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics (Q1812040) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• A lack-of-fit test for quantile regression process models (Q2107580) (← links)
• Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
• A generalized Wilcoxon-Mann-Whitney type test for multivariate data through pairwise distance (Q2140849) (← links)
• A novel statistical approach for comparing meta-heuristic stochastic optimization algorithms according to the distribution of solutions in the search space (Q2212583) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
• (Q5004056) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Significance test for semiparametric conditional average treatment effects and other structural functions (Q6071700) (← links)
• Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)
• Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)