Pages that link to "Item:Q1093280"
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The following pages link to Bootstrap of the mean in the infinite variance case (Q1093280):
Displaying 50 items.
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← 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)
- 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)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- Almost sure bootstrap of the mean under random normalization (Q686773) (← links)
- Bootstrapping the change-point of a hazard rate (Q688356) (← links)
- The \(m(n)\) out of \(k(n)\) bootstrap for partial sums of St. Petersburg type games (Q743066) (← links)
- The bootstrap of the mean with arbitrary bootstrap sample size (Q749074) (← links)
- Asymptotic properties of the bootstrap for heavy-tailed distributions (Q751110) (← links)
- Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap (Q816376) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Some results on the convergence of conditional distributions (Q958949) (← links)
- Non-central limit theorems for random selections (Q975304) (← links)
- Selection from a stable box (Q1002578) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Bootstrap of the offspring mean in the critical process with a non-stationary immigration (Q1041056) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← 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)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- Bootstrapping Markov chains: Countable case (Q1205467) (← links)
- On the bootstrap of the sample mean in the infinite variance case (Q1263180) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics (Q1361745) (← links)
- On the effect of inliers on the spatial median (Q1372219) (← 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)
- The weighted bootstrap mean for heavy-tailed distributions. (Q1582133) (← links)
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652) (← links)
- Bootstrap relative errors and sub-exponential distributions (Q1591603) (← links)
- Bootstrapping point processes with some applications (Q1613654) (← links)
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Asymptotic stability of the bootstrap sample mean. (Q1766048) (← links)
- Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
- New methods for bias correction at endpoints and boundaries (Q1873601) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables (Q1906214) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
