Pages that link to "Item:Q5953771"
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The following pages link to Subsampling inference for the mean in the heavy-tailed case. (Q5953771):
Displaying 18 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- A class of percentile modified Lepage-type tests (Q2312032) (← links)
- Overlap in observational studies with high-dimensional covariates (Q2658764) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Large sample theory for statistics of stable moving averages (Q4831096) (← links)
- ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- A class of bootstrap tests on the tail index (Q6172127) (← links)
- On uniform inference in nonlinear models with endogeneity (Q6199650) (← links)
- Causal inference in the absence of positivity: the role of overlap weights (Q6625475) (← links)
