Bootstraps of sums of independent but not identically distributed stochastic processes

DOI10.1016/S0047-259X(02)00040-4zbMath1016.62063MaRDI QIDQ1873112

Michael R. Kosorok

Publication date: 19 May 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Functional central limit theoremCox score processGeneral empirical processHoffmann-Jorgensen-Dudley weak convergenceManageabilityTwo-parameter

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Sums of independent random variables; random walks (60G50) Nonparametric inference (62G99)

Related Items (16)

Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes ⋮ Bootstrap confidence regions based on M-estimators under nonstandard conditions ⋮ On the applicability of several tests to models with not identically distributed random effects ⋮ Functional Response Quantile Regression Model ⋮ Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case ⋮ Testing and relaxing the exclusion restriction in the control function approach ⋮ Varying coefficient model for modeling diffusion tensors along white matter tracts ⋮ Robust uniform inference for quantile treatment effects in regression discontinuity designs ⋮ Hypothesis Testing in Mixture Regression Models ⋮ Generalized score test of homogeneity for mixed effects models ⋮ Empirical process results for exchangeable arrays ⋮ Bootstrapping Hill estimator and tail array sums for regularly varying time series ⋮ Diagnostic Measures for Generalized Linear Models with Missing Covariates ⋮ Multivariate varying coefficient model for functional responses ⋮ Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data ⋮ Functional delta residuals and applications to simultaneous confidence bands of moment based statistics

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