Pages that link to "Item:Q899357"
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The following pages link to Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357):
Displaying 16 items.
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
- Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
- Detecting changes in mean in the presence of time-varying autocovariance (Q6541760) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)
