Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations

DOI10.1007/s11203-015-9120-2zbMath1356.62058OpenAlexW2469042007MaRDI QIDQ265671

Barbara Wieczorek

Publication date: 4 April 2016

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-015-9120-2

zbMATH Keywords

weak dependenceblockwise bootstrapestimated empirical process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Bootstrapping sample quantiles of discrete data ⋮ A bootstrap functional central limit theorem for time-varying linear processes ⋮ Weak convergence for stationary bootstrap empirical processes of associated sequences

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