Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain

DOI10.1016/j.jmva.2022.105143OpenAlexW4311131631MaRDI QIDQ2692922

Inass Soukarieh, Salim Bouzebda

Publication date: 17 March 2023

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105143

zbMATH Keywords

bootstrapMarkov chainsempirical process\(U\)-statisticsrandom forestshigh dimensionalHoeffding decompositionregenerative methoduniform weak law of large numbersinfinite-order \(U\)-statisticsfunctional central limit theory

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Bootstrap, jackknife and other resampling methods (62F40) Probability distributions: general theory (60E05) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05) Multivariate analysis (62Hxx)

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Uses Software

• hypoRF

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