Keywords: 60F05; 60G55; 62G09; 62G10; 62G20; Two-sample problem; U-statistics; Poisson processes; Wavelets; Needlets; Harmonic analysis on the torus; Stein-Malliavin method;
مقالات ISI (ترجمه نشده)
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Subsampling for nonstationary time series with non-zero mean function
Keywords: 62G09; 62G10; 62M10; Almost periodically correlated; Autocovariance function; Fourier coefficients; Periodicity; Testing;
Permuting longitudinal data in spite of the dependencies
Keywords: primary; 62G10; secondary; 62G09; 62H15; 62P10; Permutation tests; Longitudinal data; Quadratic forms; Repeated measures;
Keywords: 62G09; 62M10Autocovariance function; Seasonal means; Confidence intervals
Keywords: 62-07; 62-09; 62G09; 62G35Influence measure; Graphical model; Robustness
Keywords: 62F40; 62F25; 62G09; 62N01; 62N02; 62N03; Binary response; Cauchit; Empirical coverage; Gaussian process; Lagrange multiplier; Maximum likelihood estimator;
Keywords: primary; 62G09; secondary; 60G18; Time series; Subsampling; Block sampling; Sampling window; Self-normalization; Heavy tails; Long-range dependence; Long memory;
Keywords: 62G08; 62G09; 62G20; 62H12; 62P20Nonparametric regression; Bootstrap; Quantile regression; Confidence bands; Additive model; Robust statistics
Keywords: 62G09; 62G20; 62G30; 62P05; 62H99Risk aggregation; Sum distribution; Empirical margins; Empirical copula; Functional CLT; Iman–Conover; Latin hypercube sampling
Keywords: 62G09; 62F40; 62M10Blocking; Frequency domain; GARCH; High dimensional data; Kullback–Leibler distance; Long range dependence; Mahalanobis distance; Markov chains; Spatial data; Tapering; Whittle estimation
Keywords: 62G32; 62G09
Keywords: primary; 62G09; 60G10; secondary; 62E20; Confidence interval; Realized volatility; Stationary bootstrap;
A large deviation inequality for β-mixing time series and its applications to the functional kernel regression model
Keywords: primary; 62G20; 62M10; 37A25; secondary; 62G09; Asymptotic inequalities; β-mixing; Functional data analysis; Large deviation inequality; Nonparametric statistics; Time series;
A central limit theorem for bootstrap sample sums from non-i.i.d. models
Keywords: 60F05; 62G09; 62G20; Bootstrap samples; Central limit theorem; Almost sure convergence; Random bootstrap sample size;
Nonparametric tests for multi-parameter M-estimators
Keywords: 62G09; 62G10; 62G20; Empirical saddlepoint; Tilted bootstrap; Regression; Non-linear regression; Generalized linear models;
Parametric and nonparametric bootstrap methods for general MANOVA
Keywords: 62G09; 62G10ANOVA; Multivariate Behrens–Fisher problem; Multivariate data; Nonparametric bootstrap; Parametric bootstrap; Wald test
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
Keywords: 62G09; 60F17; 62M10; 60F05Absolute regularity; Near epoch dependence; Hilbert space; Block bootstrap; Functional time series
Frequency domain bootstrap for ratio statistics under long-range dependence
Keywords: primary; 62G09; secondary; 62P20; Frequency domain bootstrap; Long-range dependence; Ratio statistics; Spectral density; Normalized periodogram ordinates;
Minimax optimal estimation of general bandable covariance matrices
Keywords: primary; 62H12; secondary; 62F12; 62G09; Adaptive minimax; Covariance matrix; Minimax optimal rates; Frobenius norm; Spectral norm; Tapering;
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
Keywords: 62G30; 62G09; 60G10Quantiles; Strong mixing; Block bootstrap
Pointwise and uniform convergence of kernel density estimators using random bandwidths
Keywords: 62G07; 62G09; 62G20Density estimation; Random bandwidth; Point-wise; Sup-norm convergence
Density estimation using bootstrap bandwidth selector
Keywords: 62G07; 62G09; 62G20Kernel density estimator; Bootstrap; Plug-in; Cross-validation; Automatic bandwidth
Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
Keywords: primary; 62H35; secondary; 62G09; 62G10; 62G20; Data analysis on Hilbert manifolds; Extrinsic mean; Nonparametric bootstrap; Planar contours; Digital image analysis; Automated randomized landmark selection; Statistical shape analysis;
Binary response models with M-phase case-control data
Keywords: 62G08; 62G09; 62G20; Accuracy measure; Bootstrap; Cross-validation; Missing data; M-phase case-control design; Pseudo least squares estimator; Pseudo maximum likelihood estimator; Selection probability; Single-index;
Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
Keywords: 62G20; 62G09; 62G05; Almost periodically correlated time series; Subsampling consistency; Frequency estimation;
On weak dependence conditions: The case of discrete valued processes
Keywords: 60F17; 62G05; 62G09; 62M10Contraction; Dependence; Integer autoregressive processes; Mixing; Thinning operator
Second-order accuracy of depth-based bootstrap confidence regions
Keywords: 62G15; 62G09; 62G20Confidence region; Depth function; Second-order accurate
New estimation and inference procedures for a single-index conditional distribution model
Keywords: 62G08; 62G09; 62G10; 62G20Adaptive Lasso; Cross-validation; Curse of dimensionality; Multi-stage adaptive Lasso; Naive bootstrap; Oracle properties; Single-index; Pseudo least integrated squares estimator; Pseudo least squares estimator; Pseudo maximum li
Bootstrapping in non-regular smooth function models
Keywords: 62G09; 62G15; 62G20Smooth function model; Non-regular estimators; Standard bootstrap; mm-out-of-nn bootstrap; Oracle bootstrap; Confidence intervals
Bootstrap testing for discontinuities under long-range dependence
Keywords: 62G08; 62G09; 62M10; 62M07Long-range dependence; Bootstrap; Nonparametric regression; Wavelet; Thresholding; Test for discontinuity
Fluctuations of interacting Markov chain Monte Carlo methods
Keywords: primary; 47H20; 60G35; 60J85; 62G09; secondary; 47D08; 47G10; 62L20; Multivariate central limit theorems; Random fields; Martingale limit theorems; Self-interacting Markov chains; Markov chain Monte Carlo algorithms;
Using response probability and ratio imputation in the estimation under callbacks
Keywords: primary; 62D05; secondary; 62G09; Callbacks; Ratio imputation; Response probability; Variance estimation;
K-sample subsampling in general spaces: The case of independent time series
Keywords: 62G09; 62G10Banach space; Block bootstrap; Confidence regions; Hypothesis testing; Large-sample theory; Time series; Two-sample problems
Estimating the error distribution in nonparametric multiple regression with applications to model testing
Keywords: 62E20; 62G07; 62G09; 62G10; 62G20Additive model; Goodness-of-fit; Hypothesis testing; Nonparametric regression; Residual distribution; Semiparametric regression
A cross-validation based estimation of the proportion of true null hypotheses
Keywords: Multiple testing; False discovery rate; Cross-validation; Density estimation; Histograms62G07; 62G09; 62G10; 62G20
Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
Keywords: 62G08; 62G09; 62G10; 62G15; 62G20Local linear modelling; Generalised varying-coefficient models; Hypothesis test; Simultaneous confidence band; Generalised likelihood ratio test
The multiple hybrid bootstrap — Resampling multivariate linear processes
Keywords: 62G09; 62M10; 62H12Frequency domain bootstrap; Multivariate bootstrap; Multivariate linear time series; Kernel estimators; Discrete Fourier transform; Cholesky decomposition; Spectral density matrix; Autocovariance matrix; Sample mean
A bias correction and acceleration approach for the problem of regions
Keywords: 62G09; 62G20Bias correction and acceleration; Edgeworth expansion; Jackknife method; Multiscale-multistep bootstrap method; Problem of regions; Second-order unbiased pp-value; Significance of model selection
Robust permutation tests for two samples
Keywords: 62G09; 62G10; 62G35M-estimates; Exact tests; Pitman and Bahadur efficiency
AA-dependence statistics for mutual and serial independence of categorical variables
Keywords: 62H15; 62G09; 60F05Categorical variables; Chi-square tests; Mutual independence; Serial independence
Asymptotic properties of nonparametric M-estimation for mixing functional data
Keywords: primary, 62N02; 62G09; secondary, 62E20αα-Mixing; Asymptotic normality; Consistency; Functional data; Nonparametric M-estimation
Confidence bands for ROC curves
Keywords: Primary, 62G07; secondary, 62G20; 62G09; 62G15Quantile and empirical processes; Weak convergence; Smoothed bootstrap; Duchanne Muscular Dystrophy; Confidence bands
Estimating conditional tail expectation with actuarial applications in view
Keywords: 62F12; 62F25; 62G09; 62G15; 62G20; 62G30; 62P05; 62P25Conditional tail expectation; Quantile function; Consistency; Asymptotic normality; Confidence intervals; Vervaat process
Bootstrap confidence intervals in mixtures of discrete distributions
Keywords: 62G15; 62G09; 62G20; Percentile-t confidence intervals; Efron percentile confidence intervals; Mixture models; Power series distributions; Nonparametric maximum likelihood; Asymptotic normality;
Diagnostic checking for multivariate regression models
Keywords: 62H15; 62G09; 62G20Multivariate regression model; Goodness-of-fit; Wilks lambda; Score tests; Nonparametric Monte Carlo approximation
Re-sampling methods for testing for location against unrestricted and ordered alternatives
Keywords: 62G09; 62G10; Bootstrap; Mann-Whitney statistic; Multi-sample F-K:med statistic;
Approximation to the distribution of LAD estimators for censored regression by random weighting method
Keywords: primary 62N02; 62G09; secondary 62E20; Censored regression; LAD estimates; Linear programming; Random weighting;
Bootstrapping modified goodness-of-fit statistics with estimated parameters
Keywords: 62G09; 62G10; Bootstrap; Consistency; Estimated parameters; Goodness-of-fit; U-statistics;