Bootstrap procedures under some non-i.i.d. models
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Publication:1109451
DOI10.1214/aos/1176351062zbMath0655.62031OpenAlexW2051726817MaRDI QIDQ1109451
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176351062
asymptoticsheteroscedasticityEdgeworth expansionsregressionsampling distributionsbootstrap procedureL-statisticssecond order propertiessymmetric estimators of location
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