The blockwise bootstrap for general empirical processes of stationary sequences

DOI10.1016/0304-4149(95)00019-4zbMath0841.62036OpenAlexW2011427833MaRDI QIDQ1899268

Peter Bühlmann

Publication date: 18 July 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00019-4

zbMATH Keywords

empirical processesexponential inequalitiesbootstrap central limit theoremblockwise bootstrapmixing sequencebracketing central limit theoremstationary observationsVapnik-Cervonenkis

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09)

Related Items

Bootstraps for time series, Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations, Bootstrap conditional distribution tests in the presence of dynamic misspecification, Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, The bootstrap for empirical processes based on stationary observations, Another look at the disjoint blocks bootstrap, A bootstrap functional central limit theorem for time-varying linear processes, Weak convergence for stationary bootstrap empirical processes of associated sequences, Weak convergence of stationary empirical processes, Testing for non-nested conditional moment restrictions using unconditional empirical likelihood, TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD, Dependent Wild Bootstrap for the Empirical Process, Block length selection in the bootstrap for time series, Bootstrap specification tests for diffusion processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The central limit theorem for empirical processes on Vapnik- Červonenkis classes
• Bootstrapping general empirical measures
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• Some asymptotic theory for the bootstrap
• Bootstrap methods: another look at the jackknife
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• Mixing: Properties and examples
• Validity of blockwise bootstrap for empirical processes with stationary observations
• Blockwise bootstrapped empirical process for stationary sequences
• The bootstrap for empirical processes based on stationary observations
• The jackknife and the bootstrap for general stationary observations
• A note on empirical processes of strong-mixing sequences
• Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
• Moment bounds for stationary mixing sequences
• A Central Limit Theorem for M‐estimators by the von Mises Method
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
• Convergence of stochastic processes