scientific article
From MaRDI portal
Publication:3580561
zbMath1193.62076MaRDI QIDQ3580561
Shuxia Sun, Soumendra Nath Lahiri
Publication date: 13 August 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Nonparametric statistical resampling methods (62G09)
Related Items (13)
The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds ⋮ Bootstrapping sample quantiles of discrete data ⋮ A statistical analysis of noisy crowdsourced weather data ⋮ QUANTILOGRAMS UNDER STRONG DEPENDENCE ⋮ Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series ⋮ A Berry-Esseen theorem for sample quantiles under weak dependence ⋮ Tests for Scale Changes Based on Pairwise Differences ⋮ Estimating transformation function ⋮ Limit theorems for a correlated moving window model ⋮ Dependent Wild Bootstrap for the Empirical Process ⋮ A Quantile‐based Test for Symmetry of Weakly Dependent Processes ⋮ Multivariate generalized linear-statistics of short range dependent data
This page was built for publication:
