Pages that link to "Item:Q2931572"
From MaRDI portal
The following pages link to Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572):
Displaying 5 items.
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints (Q1662096) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)