Pages that link to "Item:Q918584"

The following pages link to Bootstrapping general empirical measures (Q918584):

Displaying 50 items.

• Hypothesis testing for means in connection with fuzzy rating scale-based data: algorithms and applications (Q84963) (← links)
• Testing Linearity for Network Autoregressive Models (Q91246) (← links)
• A bootstrap causality test for covariance stationary processes (Q262751) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• A note on Bartlett correction factor for tests on cointegrating relations (Q273759) (← links)
• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
• Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
• Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
• A partial overview of the theory of statistics with functional data (Q389287) (← links)
• Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
• A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
• Fuzzy data treated as functional data: a one-way ANOVA test approach (Q433258) (← links)
• A new way of quantifying the symmetry of a random variable: estimation and hypothesis testing (Q451182) (← links)
• Large deviations for bootstrapped empirical measures (Q470054) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Fuzzy representations of real-valued random variables: applications to exploratory and inferential studies (Q478536) (← links)
• Smoothed jackknife empirical likelihood inference for ROC curves with missing data (Q495353) (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
• Another look at the disjoint blocks bootstrap (Q619092) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Uniform and universal Glivenko-Cantelli classes (Q808518) (← links)
• Bootstrap techniques and fuzzy random variables: synergy in hypothesis testing with fuzzy data (Q853432) (← links)
• Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
• Renewal type bootstrap for Markov chains (Q882927) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Bootstrapping empirical functions (Q914293) (← links)
• Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
• On the use of the bootstrap for estimating functions with functional data (Q1010446) (← links)
• Extending the scope of empirical likelihood (Q1018635) (← links)
• Differentiability of \(t\)-functionals of location and scatter (Q1020987) (← links)
• Convergence rates for the bootstrapped product-limit process (Q1098505) (← links)
• Bootstrapping Markov chains: Countable case (Q1205467) (← links)
• Testing of spherical symmetry of a multivariate distribution. (Q1264522) (← links)
• Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
• On the subsample bootstrap variance estimation (Q1305251) (← links)
• On robustness properties of bootstrap approximations (Q1314490) (← links)
• Exchangeably weighted bootstraps of the general empirical process (Q1317233) (← links)
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters (Q1336984) (← links)
• Bootstrap approximation for generalized \(U\)-processes (Q1343411) (← links)
• \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
• Bootstrapping generalized \(U\)-processes and \(V\)-processes and their applications in projection pursuit (Q1367104) (← links)