Pages that link to "Item:Q265671"
From MaRDI portal
The following pages link to Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671):
Displaying 9 items.
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Validity of blockwise bootstrap for empirical processes with stationary observations (Q1339703) (← links)
- Blockwise bootstrapped empirical process for stationary sequences (Q1339704) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- (Q4869557) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)