Pages that link to "Item:Q1582652"

The following pages link to An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652):

Displaying 18 items.

• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
• M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652) (← links)
• A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median (Q1658717) (← links)
• On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
• Edgeworth expansions for network moments (Q2131253) (← links)
• Specification analysis of linear quantile models (Q2512617) (← links)
• Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
• Approximations to distribution of median in stratified samples (Q2791903) (← links)
• (Q4660386) (← links)
• NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522) (← links)
• Nonparametric Testing of an Exclusion Restriction in Quantile Regression (Q5494724) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
• Testing for Granger-causality in quantiles (Q5862503) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• A robust test for monotonicity in asset returns (Q6581763) (← links)