A note on conditional versus joint unconditional weak convergence in
bootstrap consistency results

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A note on conditional versus joint unconditional weak convergence in bootstrap consistency results

4 June 2017

Axel Bücher

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Papers citing "A note on conditional versus joint unconditional weak convergence in bootstrap consistency results"

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Title
Bootstrapping Estimators based on the Block Maxima Method Axel Bücher Torben Staud 138 0 0 09 Sep 2024
Conditional Delta-Method for Resampling Empirical Processes in Multiple Sample Problems Merle Munko Dennis Dobler 28 0 0 20 Aug 2024
Two-sample inference for sparse functional data Chi Zhang Peijun Sang Yingli Qin 22 0 0 12 Dec 2023
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas I. Kojadinovic Bingqing Yi 40 0 0 13 Jan 2023
Testing separability for continuous functional data Holger Dette Gauthier Dierickx T. Kutta 41 1 0 11 Jan 2023
Robust Change-Point Detection for Functional Time Series Based on $U$ -Statistics and Dependent Wild Bootstrap L. Wegner Martin Wendler 53 11 0 03 Jun 2022
Statistics for Heteroscedastic Time Series Extremes Axel Bücher Tobias Jennessen 35 3 0 20 Apr 2022
Prepivoted permutation tests Colin B. Fogarty 8 4 0 08 Feb 2021
A Portmanteau-type test for detecting serial correlation in locally stationary functional time series Axel Bücher Holger Dette Florian Heinrichs 53 9 0 15 Sep 2020
Conditional empirical copula processes and generalized dependence measures A. Derumigny J. Fermanian 10 2 0 21 Aug 2020
Gromov-Wasserstein Distance based Object Matching: Asymptotic Inference C. Weitkamp K. Proksch Carla Tameling Axel Munk 135 7 0 22 Jun 2020
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach Holger Dette K. Kokot 84 17 0 12 Jun 2020
Efficient tests for bio-equivalence in functional data Holger Dette K. Kokot 22 0 0 26 Apr 2020
On the construction of confidence intervals for ratios of expectations A. Derumigny L. Girard Yannick Guyonvarch 28 2 0 10 Apr 2019
Subsampling (weighted smooth) empirical copula processes I. Kojadinovic Kristina Stemikovskaya 41 8 0 27 Nov 2018
Detecting deviations from second-order stationarity in locally stationary functional time series Axel Bücher Holger Dette Florian Heinrichs 59 17 0 13 Aug 2018
Distributed inference for quantile regression processes S. Volgushev Shih-Kang Chao Guang Cheng 546 131 0 21 Jan 2017