Pages that link to "Item:Q3473118"
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The following pages link to Resampling estimation when observations are m–dependent (Q3473118):
Displaying 11 items.
- Validity of dependent bootstrapping in finite populations (Q419872) (← links)
- Resampling method under dependent models (Q1192408) (← links)
- Bootstrapping the sample means for stationary mixing sequences (Q1313135) (← links)
- Resampling: consistency of substitution estimators (Q1354426) (← links)
- A statistical framework for testing chaotic dynamics via Lyapunov exponents (Q1904329) (← links)
- Resampling \(m\)-dependant random variables with applications to forecasting (Q2742766) (← links)
- Testing model assumptions in multivariate linear regression models (Q4485006) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Resampling in Multiple‐Dose Factorial Designs (Q5123436) (← links)
- The Moser--Tardos Framework with Partial Resampling (Q5215465) (← links)
- Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses (Q5363254) (← links)