Pages that link to "Item:Q286218"
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The following pages link to Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218):
Displaying 10 items.
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL (Q5019040) (← links)
- An Extended Continuous Mapping Theorem for Outer Almost Sure Weak Convergence (Q5232092) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- Improved Nonparametric Bootstrap Tests of Lorenz Dominance (Q6617745) (← links)
