Bootstrap uniform central limit theorems for Harris recurrent Markov chains

DOI10.1214/16-EJS1167zbMath1347.62063arXiv1601.01470OpenAlexW2962991787MaRDI QIDQ309568

Gabriela Ciołek

Publication date: 7 September 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01470

zbMATH Keywords

entropybootstrapFréchet differentiabilityrobustnessMarkov chainsempirical processes indexed by classes of functionsNummelin splitting techniqueregenerative processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Discrete-time Markov processes on general state spaces (60J05)

Related Items (2)

Statistical learning based on Markovian data maximal deviation inequalities and learning rates ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications

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