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Number Cited by Other Article(s)
1
Zhang T, Lavitas L. Unsupervised Self-Normalized Change-Point Testing for Time Series. J Am Stat Assoc 2018. [DOI: 10.1080/01621459.2016.1270214] [Citation(s) in RCA: 21] [Impact Index Per Article: 3.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
2
Sengupta S, Volgushev S, Shao X. A Subsampled Double Bootstrap for Massive Data. J Am Stat Assoc 2016. [DOI: 10.1080/01621459.2015.1080709] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
3
Shao X. Self-Normalization for Time Series: A Review of Recent Developments. J Am Stat Assoc 2016. [DOI: 10.1080/01621459.2015.1050493] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
4
Beutner E, Zähle H. Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals. Electron J Stat 2016. [DOI: 10.1214/16-ejs1140] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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