Bootstrap uniform central limit theorems for Harris recurrent Markov chains

DOI10.1214/16-EJS1167MaRDI QIDQ309568zbMATH OpenOpenAlexFDO

Authors 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, https://projecteuclid.org/euclid.ejs/1468849974

zbMATH Keywords

bootstrapentropyrobustnessMarkov chainsempirical processes indexed by classes of functionsNummelin splitting techniqueregenerative processesFréchet differentiability

Mathematics Subject Classification ID

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

Abstract: The main objective of this paper is to establish bootstrap uniform functional central limit theorem for Harris recurrent Markov chains over uniformly bounded classes of functions. We show that the result can be generalized also to the unbounded case. To avoid some complicated mixing conditions, we make use of the well-known regeneration properties of Markov chains. We show that in the atomic case the proof of the bootstrap uniform central limit theorem for Markov chains for functions dominated by a function in $L^2$ space proposed by Radulovi'{c} (2004) can be significantly simplified. Finally, we prove bootstrap uniform central limit theorems for Fr'{e}chet differentiable functionals in a Markovian setting.

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Cited in

(7)

• Statistical learning based on Markovian data maximal deviation inequalities and learning rates
• Bootstrapping Harris recurrent Markov chains
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
• Renewal type bootstrap for Markov chains
• Uniform limit theorems for Harris recurrent Markov chains
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