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16 та иш

Иш: Bootstrap for U-Statistics: A new approach

  1. Bootstrap Methods: Another Look at the Jackknife

    B. Efron

    Мақола19798 иқтибос
    ABI

  2. Some Asymptotic Theory for the Bootstrap

    Peter J. Bickel, David A. Freedman

    Мақола19816 иқтибос
    ABI

  3. Moment bounds for stationary mixing sequences

    Ryozo Yokoyama

    Мақола19806 иқтибос
    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

    Мақола20095 иқтибос
    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

    Мақола20095 иқтибос
    ABI

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

    Herold Dehling, Thomas Mikosch

    Мақола19945 иқтибос
    ABI

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

    Herold Dehling, Olimjon Sh. Sharipov, Martin Wendler

    МақолаBayesian Methods and Mixture ModelsJournal of Multivariate Analysis20144 иқтибос
    ABI

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

    Magda Peligrad

    Мақола19984 иқтибос
    ABI

  9. A Class of Statistics with Asymptotically Normal Distribution

    Wassily Hoeffding

    Боб19924 иқтибос
    ABI

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

    Ken -ichi Yoshihara

    Мақола19764 иқтибос
    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

    МақолаFinancial Risk and Volatility ModelingJournal of nonparametric statistics20123 иқтибос
    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

    Мақола20133 иқтибос
    ABI

  13. The Bootstrap and Edgeworth Expansion.

    Rudolf Beran, Peter A. Hall

    Мақола19933 иқтибос
    ABI

  14. On the Asymptotic Accuracy of Efron's Bootstrap

    Kesar Singh

    Мақола19813 иқтибос
    ABI

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

    Dimitris N. Politis, Joseph P. Romano

    Мақола19942 иқтибос
    ABI

  16. Automatic Block-Length Selection for the Dependent Bootstrap

    Dimitris N. Politis, Halbert White

    Мақола20042 иқтибос
    ABI