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A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
4 June 2017
Axel Bücher
I. Kojadinovic
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Papers citing
"A note on conditional versus joint unconditional weak convergence in bootstrap consistency results"
17 / 17 papers shown
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
20
0
0
12 Dec 2023
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas
I. Kojadinovic
Bingqing Yi
38
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
U
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
8
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
26
2
0
10 Apr 2019
Subsampling (weighted smooth) empirical copula processes
I. Kojadinovic
Kristina Stemikovskaya
39
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
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