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Работы, на которые ссылается эта работа

Работ: 16

Работа: Bootstrap for U-Statistics: A new approach

  1. Bootstrap Methods: Another Look at the Jackknife

    B. Efron

    Статья1979Цитирований: 8
    ABI

  2. Some Asymptotic Theory for the Bootstrap

    Peter J. Bickel, David A. Freedman

    Статья1981Цитирований: 6
    ABI

  3. Moment bounds for stationary mixing sequences

    Ryozo Yokoyama

    Статья1980Цитирований: 6
    ABI

  4. Central limit theorem and the bootstrap for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-statistics of strongly mixing data

    Herold Dehling, Martin Wendler

    Статья2009Цитирований: 5
    ABI

  5. Consistency of general bootstrap methods for degenerate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si26.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-type and <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si27.gif" display="inline" overflow="scroll"><mml:mi>V</mml:mi></mml:math>-type statistics

    Anne Leucht, Michael H. Neumann

    Статья2009Цитирований: 5
    ABI

  6. Random Quadratic Forms and the Bootstrap for U-Statistics

    Herold Dehling, Thomas Mikosch

    Статья1994Цитирований: 5
    ABI

  7. Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

    Herold Dehling, Olimjon Sh. Sharipov, Martin Wendler

    СтатьяBayesian Methods and Mixture ModelsJournal of Multivariate Analysis2014Цитирований: 4
    ABI

  8. On the blockwise bootstrap for empirical processes for stationary sequences

    Magda Peligrad

    Статья1998Цитирований: 4
    ABI

  9. A Class of Statistics with Asymptotically Normal Distribution

    Wassily Hoeffding

    Глава1992Цитирований: 4
    ABI

  10. Limiting behavior of U-statistics for stationary, absolutely regular processes

    Ken -ichi Yoshihara

    Статья1976Цитирований: 4
    ABI

  11. Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes

    Olimjon Sh. Sharipov, Martin Wendler

    СтатьяFinancial Risk and Volatility ModelingJournal of nonparametric statistics2012Цитирований: 3
    ABI

  12. Dependent wild bootstrap for degenerate<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si65.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>- and<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si66.gif" display="inline" overflow="scroll"><mml:mi>V</mml:mi></mml:math>-statistics

    Anne Leucht, Michael H. Neumann

    Статья2013Цитирований: 3
    ABI

  13. The Bootstrap and Edgeworth Expansion.

    Rudolf Beran, Peter A. Hall

    Статья1993Цитирований: 3
    ABI

  14. On the Asymptotic Accuracy of Efron's Bootstrap

    Kesar Singh

    Статья1981Цитирований: 3
    ABI

  15. Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions

    Dimitris N. Politis, Joseph P. Romano

    Статья1994Цитирований: 2
    ABI

  16. Automatic Block-Length Selection for the Dependent Bootstrap

    Dimitris N. Politis, Halbert White

    Статья2004Цитирований: 2
    ABI