Off-diagonal DEDICOM with non-negative loadings and directions / Wim P. Krijnen and Jos M.F. ten BergeBootstrap confidence regions in nonlinear multivariate analysis / Monica Theodora MarkusBootstrap confidence regions in nonlinear multivariate analysis / Monica Th. MarkusBootstrap bounds / Shanti Adensi VenetiaanConsistency of resampling methods / Hein PutterHow to implement bootstrap hypothesis testing in static and dynamic regression models / Noud P.A. van Giersbergen, Jan F. KivietUsing a bootstrap method to choose the sample fraction in tail index estimation / J. Danielsson ... [et al.]Bootstrapping dynamic econometric models / Noud Pieter Antonius van GiersbergenBias estimates in bootstrapping / Bert BettonvilBias estimates in bootstrapping / Bert BettonvilUsing a bootstrap method to choose the sample fraction in tail index estimation / J. Danielsson ... [et al.]A bootstrap-based method to achieve optimality in estimating the extreme-value index / G. Draisma ... [et al.]A bootstrap-based method to achieve optimality in estimating the extreme-value index / Draisma, G. ... [et al.]Using a bootstrap method to choose the sample fraction in tail index estimation / Danielsson J. ... [et al.]The components of income inequality in Belgium : applying the shorrocks-decomposition with bootstrapping / by Gijs J.M. Dekkers and Jan H.M. NelissenOn finite sample properties of the test of Robinson (1994) for fractional integration / Bertrand Candelon, Luis A. Gil-AlanaStatistical analysis of random simulations : bootstrap tutorial / by David Deflandre, Jack P.C. KleijnenOn bootstrap sample size in extreme value theory / Jaap Geluk and Laurens de HaanOn bootstrap sample size in extreme value theory / Jaap L. Geluk, & Laurens F.M. de HaanStatistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects? / Thierry PostStatistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects? / Thierry PostAsset prices and omitted moments : a stochastic dominance analysis of market efficiency / Thierry PostAsset prices and omitted moments : a stochastic dominance analysis of market efficiency / Thierry PostThe correct kriging variance estimated by bootstrapping / by D. den Hartog, J.P.C. Kleijnen, A.Y.D. SiemCustomized sequential designs for random simulation experiments : kriging metamodeling and bootstrapping / by W.C.M. Beers, J.P.C. KleijnenOptimal confidence intervals for the tail index and high quantiles / Ana Ferreira, Casper G. de VriesGeneral weak laws of large numbers for bootstrap sample means / by J.H.J. Einmahl, A. RosalskyHow synchronized are European Business Cycles? : a finite sample concordance test approach / Bertrand Candelon, Jan Piplack, Stefan StraetmansBootstrap unit root tests: comparison and extensions / Franz C. Palm, Stephan Smeekes, Jean-Pierre UrbainBootstrap unit root tests: comparison and extensions / Franz C. Palm, Stephan Smeekes, Jean-Pierre UrbainExtracting business cycles using semi-parametric time-varying spectra with applications to US macroeconomic time series / Siem Jan Koopman, Soon Yip WongA sieve bootstrap test for cointegration in a conditional error correction model / Franz C. Palm, Stephan Smeekes, Jean-Pierre UrbainA sieve bootstrap test for cointegration in a conditional error correction model / Franz C. Palm, Stephan Smeekes, Jean-Pierre UrbainCross-sectional dependence robust block bootstrap panel unit root tests / Franz C. Palm, Stephan Smeekes, Jean-Pierre UrbainBootstrapping nonstationary time series / Stephan Jacobus Maria SmeekesDetrending bootstrap unit root tests / Stephan SmeekesBootstrap union tests for unit roots in the presence of nonstationary volatility / Stephan Smeekes, A.M. Robert TaylorBootstrap sequential tests to determine the stationary units in a panel / Stephan Smeekes