The following pages link to (Q4256213):
Displaying 14 items.
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Resampling method under dependent models (Q1192408) (← links)
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation (Q1208656) (← links)
- Matched-block bootstrap for dependent data (Q1275857) (← links)
- Second-order correctness of the blockwise bootstrap for stationary observations (Q1354502) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- Resampling methods for dependent data (Q1407179) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- On blocking rules for the bootstrap with dependent data (Q4851507) (← links)
- Effects of block lengths on the validity of block resampling methods (Q5954659) (← links)
