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Martin Wendler

10 ta ish

University of Greifswald

AkademScholarda batafsil koʻrsatkichlar

  1. 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

    MaqolaOchiq kirish20095 iqtibos
    ABI

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

    Herold Dehling, Olimjon Sh. Sharipov, Martin Wendler

    MaqolaOchiq kirishBayesian Methods and Mixture ModelsJournal of Multivariate Analysis20144 iqtibos
    ABI

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

    Olimjon Sh. Sharipov, Martin Wendler

    MaqolaOchiq kirishFinancial Risk and Volatility ModelingJournal of nonparametric statistics20123 iqtibos
    ABI

  4. Law of the iterated logarithm for U-statistics of weakly dependent observations

    Herold Dehling, Martin Wendler

    Preprint20093 iqtibos
    ABI

  5. Change-Point Detection Under Dependence Based on Two-Sample U-Statistics

    Herold Dehling, Roland Fried, Isabel Cristina Carbonell García +1

    Bob20151 iqtibos
    ABI

  6. Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes

    Olimjon Sh. Sharipov, Martin Wendler

    PreprintOchiq kirishFinancial Risk and Volatility ModelingarXiv (Cornell University)20090 iqtibos
    ABI

  7. Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data

    Olimjon Sh. Sharipov, Martin Wendler

    MaqolaOchiq kirishStatistical Methods and InferenceStatistics & Probability Letters20120 iqtibos
    ABI

  8. Bootstrap for U-Statistics: A new approach

    Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler

    PreprintOchiq kirishStatistical Methods and InferencearXiv (Cornell University)20150 iqtibos
    ABI

  9. Bootstrap for<i>U</i>-statistics: a new approach

    Sh. Olimjon Sharipov, Johannes Tewes, Martin Wendler

    MaqolaFinancial Risk and Volatility ModelingJournal of nonparametric statistics20160 iqtibos
    ABI

  10. Sequential block bootstrap in a Hilbert space with application to change point analysis

    Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler

    PreprintOchiq kirishStatistical Methods and InferenceCanadian Journal of Statistics20160 iqtibos
    ABI