M. Csörgo

activity

20042017

most citedStrong invariance principles for sequential Bahadur--Kiefer and Vervaat error processes of long-range dependent sequences

18 citations · 51 across the 11 of their papers we have counts for

collaborators

Showing 2012Show all

3 papers · 1 filter

math.ST2012★ 2 cited

Asymptotics of Randomly Weighted u- and v-statistics: Application to Bootstrap

Miklos Csorgo, Masoud M. Nasari

This paper is mainly concerned with asymptotic studies of weighted bootstrap for u- and v-statistics. We derive the consistency of the weighted bootstrap u- and v-statistics, based…

math.ST2012★ 5 cited

Another look at Bootstrapping the Student t-statistic

Miklos Csorgo, Yuliya Martsynyuk, Masoud Nasari

Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $μ = E X$ . Let $v_{1}^{(n)}, ..., v_{n}^{(n)}_{n = 1}^{\infty}$ be vectors of non-negative random variables (weights), i…

math.PR2012

Weak convergence of self-normalized partial sums processes

Miklós Csörgő, Zhishui Hu

Let ${X, X_{n}, n \geq 1}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_{0} = 0, S_{n} = \sum_{i = 1}^{n} X_{i}$ and $V_n^2=\sum^n_{i=1} X_i^2, n…