Bootstrapping the empirical distribution function of a spatial process
DOI10.1007/s11203-005-2349-4zbMath1110.62127OpenAlexW2008916953MaRDI QIDQ882912
Jun Zhu, Soumendra Nath Lahiri
Publication date: 24 May 2007
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-005-2349-4
functional central limit theoremresamplinginfill asymptoticsincreasing domain asymptoticsalpha-mixing random field
Inference from spatial processes (62M30) Random fields; image analysis (62M40) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)
Related Items (3)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximation theorems for strongly mixing random variables
- Resampling a coverage pattern
- On the central limit theorem for stationary mixing random fields
- Bootstrap methods: another look at the jackknife
- Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Nonparametric resampling for homogeneous strong mixing random fields
- Properties of nonparametric estimators of autocovariance for stationary random fields
- Validity of blockwise bootstrap for empirical processes with stationary observations
- Blockwise bootstrapped empirical process for stationary sequences
- Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
- On optimal spatial subsample size for variance estimation
- Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
- The jackknife and the bootstrap for general stationary observations
- A note on empirical processes of strong-mixing sequences
- Large sample confidence regions based on subsamples under minimal assumptions
- SOME THEORY ON M-SMOOTHING OF TIME SERIES
- Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
- Moment bounds for stationary mixing sequences
- Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
This page was built for publication: Bootstrapping the empirical distribution function of a spatial process