Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data
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Publication:1012544
DOI10.1016/j.jmva.2008.11.008zbMath1159.62030OpenAlexW1979139011MaRDI QIDQ1012544
Chung Chang, Robert Todd Ogden
Publication date: 21 April 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.11.008
Image analysis in multivariate analysis (62H35) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)
Related Items (8)
Testing equality between several populations covariance operators ⋮ Simultaneous confidence bands for functional regression models ⋮ Bootstrap confidence regions based on M-estimators under nonstandard conditions ⋮ Simultaneous Inference for Function-valued Parameters: a Fast and Fair Approach ⋮ Inference and testing breaks in large dynamic panels with strong cross sectional dependence ⋮ Testing for Equality of an Increasing Number of Spectral Density Functions ⋮ Inference without smoothing for large panels with cross-sectional and temporal dependence ⋮ Functional delta residuals and applications to simultaneous confidence bands of moment based statistics
Uses Software
Cites Work
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- Factor-based comparison of groups of curves
- Central limit theorems for C(S)-valued random variables
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
- Bootstraps of sums of independent but not identically distributed stochastic processes
- Weak convergence and empirical processes. With applications to statistics
- Functional data analysis.
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