Pages that link to "Item:Q4955844"
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The following pages link to Approximation for bootstrapped empirical processes (Q4955844):
Displaying 20 items.
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes (Q505572) (← links)
- Bootstrap of deviation probabilities with applications (Q990896) (← links)
- Approximations to permutation and exchangeable processes (Q1185797) (← links)
- On the best approximation for bootstrapped empirical processes (Q1272996) (← links)
- Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes (Q1286660) (← links)
- Approximations for weighted bootstrap processes with an application (Q1567320) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- A note on the bootstrapped empirical process (Q1888316) (← links)
- A note on the performance of bootstrap kernel density estimation with small re-sample sizes (Q2244602) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Consistency of the Subsample Bootstrap empirical process (Q3143494) (← links)
- On the Local Time of the Weighted Bootstrap and Compound Empirical Processes (Q3448332) (← links)
- (Q4473017) (← links)
- (Q4679673) (← links)
- Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
- (Q5148992) (← links)
- Some approximations to<i>L</i><sub><i>p</i></sub>-statistics of kernel density estimators (Q5758159) (← links)
