Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
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Publication:286218
DOI10.1214/16-EJS1140zbMath1338.62073arXiv1510.06207OpenAlexW2963848559MaRDI QIDQ286218
Publication date: 20 May 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.06207
bootstrapfunctional delta-methodquasi-Hadamard differentiabilitystatistical functionalweak convergence for the open-ball \(\sigma\)-algebra
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)
Related Items (8)
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks ⋮ Functional weak limit theorem for a local empirical process of non-stationary time series and its application ⋮ Statistical Inference for Expectile‐based Risk Measures ⋮ An Extended Continuous Mapping Theorem for Outer Almost Sure Weak Convergence ⋮ Asymptotic linear expansion of regularized M-estimators ⋮ Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem ⋮ TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL ⋮ Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Uses Software
Cites Work
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