Consistency of the Subsample Bootstrap empirical process

DOI10.1080/02331888.2010.543469zbMath1316.62055OpenAlexW2062178707MaRDI QIDQ3143494

Markus Pauly

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.543469

zbMATH Keywords

bootstrapempirical processresampling methodsDonsker classessequential bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Sequential statistical analysis (62L10)

Related Items (8)

Limiting law results for a class of conditional mode estimates for functional stationary ergodic data ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Cramér's type results for some bootstrapped \(U\)-statistics ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ General tests of independence based on empirical processes indexed by functions ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests

Cites Work

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• Bootstrap procedures under some non-i.i.d. models
• A rank statistics approach to the consistency of a general bootstrap
• Exchangeably weighted bootstraps of the general empirical process
• Bootstrap by sequential resampling
• Consistency of the reduced bootstrap for sample means
• THE SEQUENTIAL BOOTSTRAP: A COMPARISON WITH REGULAR BOOTSTRAP

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