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16 ta ish

Ish: Bootstrap for U-Statistics: A new approach

  1. Bootstrap Methods: Another Look at the Jackknife

    B. Efron

    Maqola19798 iqtibos
    ABI

  2. Some Asymptotic Theory for the Bootstrap

    Peter J. Bickel, David A. Freedman

    Maqola19816 iqtibos
    ABI

  3. Moment bounds for stationary mixing sequences

    Ryozo Yokoyama

    Maqola19806 iqtibos
    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

    Maqola20095 iqtibos
    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

    Maqola20095 iqtibos
    ABI

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

    Herold Dehling, Thomas Mikosch

    Maqola19945 iqtibos
    ABI

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

    Herold Dehling, Olimjon Sh. Sharipov, Martin Wendler

    MaqolaBayesian Methods and Mixture ModelsJournal of Multivariate Analysis20144 iqtibos
    ABI

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

    Magda Peligrad

    Maqola19984 iqtibos
    ABI

  9. A Class of Statistics with Asymptotically Normal Distribution

    Wassily Hoeffding

    Bob19924 iqtibos
    ABI

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

    Ken -ichi Yoshihara

    Maqola19764 iqtibos
    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

    MaqolaFinancial Risk and Volatility ModelingJournal of nonparametric statistics20123 iqtibos
    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

    Maqola20133 iqtibos
    ABI

  13. The Bootstrap and Edgeworth Expansion.

    Rudolf Beran, Peter A. Hall

    Maqola19933 iqtibos
    ABI

  14. On the Asymptotic Accuracy of Efron's Bootstrap

    Kesar Singh

    Maqola19813 iqtibos
    ABI

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

    Dimitris N. Politis, Joseph P. Romano

    Maqola19942 iqtibos
    ABI

  16. Automatic Block-Length Selection for the Dependent Bootstrap

    Dimitris N. Politis, Halbert White

    Maqola20042 iqtibos
    ABI