Nonparametric Resampling for Homogeneous Strong Mixing Random Fields
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- Iranpanah, N. & Mohammadzadeh, M. & Taylor, C.C., 2011. "A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 578-587, January.
- Buhlmann, Peter & Kunsch, Hans R., 1999. "Block length selection in the bootstrap for time series," Computational Statistics & Data Analysis, Elsevier, vol. 31(3), pages 295-310, September.
- Carbon, Michel & Tran, Lanh Tat & Wu, Berlin, 1997. "Kernel density estimation for random fields (density estimation for random fields)," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 115-125, December.
- Meyer, Marco & Jentsch, Carsten & Kreiss, Jens-Peter, 2015. "Baxter`s inequality and sieve bootstrap for random fields," Working Papers 15-06, University of Mannheim, Department of Economics.
- Jeremy T. Fox & Patrick Bajari, 2013.
"Measuring the Efficiency of an FCC Spectrum Auction,"
American Economic Journal: Microeconomics, American Economic Association, vol. 5(1), pages 100-146, February.
- Patrick Bajari & Jeremy T. Fox, 2005. "Measuring the Efficiency of an FCC Spectrum Auction," NBER Working Papers 11671, National Bureau of Economic Research, Inc.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Raghu Nandan Sengupta & Rachit Seth & Peter Winker, 2023. "Reliability in Portfolio Optimization using Uncertain Estimates," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 199-233, May.
- Michel Carbon, 2014. "Histograms for stationary linear random fields," Statistical Inference for Stochastic Processes, Springer, vol. 17(3), pages 245-266, October.
- Michel Carbon, 2005. "Frequency Polygons for Random Fields," Working Papers 2005-04, Center for Research in Economics and Statistics.
- Xianyang Zhang & Bo Li & Xiaofeng Shao, 2014. "Self-normalization for Spatial Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 311-324, June.
- Bucchia, Béatrice & Wendler, Martin, 2017. "Change-point detection and bootstrap for Hilbert space valued random fields," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 344-368.
- Peter Buhlmann, 2007. "Bootstrap schemes for time series (in Russian)," Quantile, Quantile, issue 3, pages 37-56, September.
- Michel Carbon, 2008. "Asymptotic Normality of Frequency Polygons for Random Fields," Working Papers 2008-09, Center for Research in Economics and Statistics.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Srijan Sengupta & Xiaofeng Shao & Yingchuan Wang, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 315-326, May.
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