On the Local Time of the Weighted Bootstrap and Compound Empirical Processes

DOI10.1080/07362994.2015.1024854zbMath1327.62315OpenAlexW1540552928MaRDI QIDQ3448332

Sergio Alvarez-Andrade, Salim Bouzebda

Publication date: 23 October 2015

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

Full work available at URL: https://doi.org/10.1080/07362994.2015.1024854

zbMATH Keywords

weighted bootstrapBrownian bridgebest approximationlocal timeempirical processstrong approximation

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30) Bootstrap, jackknife and other resampling methods (62F40) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (2)

General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters ⋮ On the hybrids of \(k\)-spacing empirical and partial sum processes

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