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4 ta ish

Ish: Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

  1. Bootstrap for U-Statistics: A new approach

    Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler

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

  2. 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

  3. 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

  4. Central limit theorem and invariance principle for triangular arrays of weakly dependent random variables with values in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e22"> <mml:mrow> <mml:msub> <mml:mrow> <mml:mi>L</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>p</mml:mi> </mml:mrow> </mml:msub> <mml:mrow> <mml:mo>[</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> <mml:mo>]</mml:mo> </mml:mrow> </mml:mrow> </mml:math>

    Ibrohim Muxtorov, O Sharipov

    MaqolaProbability and Risk ModelsStatistics & Probability Letters20260 iqtibos
    ABI