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Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process

Kojadinovic, Ivan; Yan, Jun - In: Annals of the Institute of Statistical Mathematics 63 (2011) 2, pp. 347-373

Persistent link: https://www.econbiz.de/10008925554

Asymptotic properties of sample quantiles from a finite population

Chatterjee, Arindam - In: Annals of the Institute of Statistical Mathematics 63 (2011) 1, pp. 157-179

Persistent link: https://www.econbiz.de/10008925560

Density Estimation with Replicate Heteroscedastic Measurements

McIntyre, Julie; Stefanski, Leonard - In: Annals of the Institute of Statistical Mathematics 63 (2011) 1, pp. 81-99

Persistent link: https://www.econbiz.de/10008925566

Bootstrapping continuous-time autoregressive processes

Brockwell, Peter; Kreiss, Jens-Peter; Niebuhr, Tobias - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 75-92

We develop a bootstrap procedure for Lévy-driven continuous-time autoregressive (CAR) processes observed at discrete …] has a discrete-time autoregressive representation with i.i.d. noise. Based on this representation a simple bootstrap … general dependent) noise, a more general bootstrap procedure is needed for such processes. We consider statistics depending on …

Persistent link: https://www.econbiz.de/10011000063

Empirical likelihood-based inferences for the Lorenz curve

Qin, Gengsheng; Yang, Baoying; Belinga-Hall, Nelly - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 1-21

processes. Hybrid bootstrap and empirical likelihood intervals for the Lorenz ordinate are proposed based on the newly developed …

Persistent link: https://www.econbiz.de/10010634436

Partially linear varying coefficient models with missing at random responses

Bravo, Francesco - In: Annals of the Institute of Statistical Mathematics 65 (2013) 4, pp. 721-762

This paper considers partially linear varying coefficient models when the response variable is missing at random. The paper uses imputation techniques to develop an omnibus specification test. The test is based on a simple modification of a Cramer von Mises functional that overcomes the curse of...

Persistent link: https://www.econbiz.de/10010681346

Local bootstrap

Shi, Sheng - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 667-676

Persistent link: https://www.econbiz.de/10005760159

Asymptotic Theory for the Gamma Frailty Model with Dependent Censoring

Kosorok, Michael; Fine, Jason; Jiang, Hongyu; Chappell, Rick - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 476-499

Persistent link: https://www.econbiz.de/10005760225

Dimension Asymptotics for Generalised Bootstrap in Linear Regression

Chatterjee, Snigdhansu; Bose, Arup - In: Annals of the Institute of Statistical Mathematics 54 (2002) 2, pp. 367-381

Persistent link: https://www.econbiz.de/10005760240

Bootstrap in Markov-sequences based on estimates of transition density

Rajarshi, M. - In: Annals of the Institute of Statistical Mathematics 42 (1990) 2, pp. 253-268

Persistent link: https://www.econbiz.de/10005760258