Asymptotic Expansions for Array Branching Processes with Applications to Bootstrapping

DOI10.1239/JAP/1032192547zbMath0930.60068OpenAlexW1996396949MaRDI QIDQ4393821

T. N. Sriram

Publication date: 15 February 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032192547

zbMATH Keywords

martingaleEdgeworth expansionsbootstrappingtest function topologyarray branching processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Exchangeability for stochastic processes (60G09)

Related Items (2)

Validity of the bootstrap in the critical process with a non-stationary immigration ⋮ Bootstrap of the offspring mean in the critical process with a non-stationary immigration

This page was built for publication: Asymptotic Expansions for Array Branching Processes with Applications to Bootstrapping