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Inference for heavy tailed distributions

, , and . Journal of Statistical Planning and Inference, 66 (1): 61--75 (Jan 5, 1998)

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Variance stabilizing transformations, studentization and the bootstrap. Journal of Statistical Planning and Inference, 61 (1): 105--123 (May 30, 1997)On the Bahadur--Ghosh--Kiefer representation of sample quantiles. Statistics & Probability Letters, 15 (2): 163--168 (Sep 28, 1992)Theoretical comparisons of block bootstrap methods. The Annals of Statistics, 27 (1): 386--404 (1999)Inference for heavy tailed distributions, , and . Journal of Statistical Planning and Inference, 66 (1): 61--75 (Jan 5, 1998)Normal approximation to the hypergeometric distribution in nonstandard cases and a sub-Gaussian Berry-Esseen theorem, , and . Journal of Statistical Planning and Inference, 137 (11): 3570--3590 (Nov 1, 2007)On the moving block bootstrap under long range dependence. Statistics & Probability Letters, 18 (5): 405--413 (Dec 2, 1993)