Pages that link to "Item:Q679164"
From MaRDI portal
The following pages link to On a mapping approach to investigating the bootstrap accuracy (Q679164):
Displaying 7 items.
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Accuracy of the bootstrap approximation (Q1179291) (← links)
- Dilation bootstrap (Q2448413) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
- Rate of convergence of bootstrapped empirical measures (Q5952096) (← links)