Bootstrapping the empirical distribution function of a spatial process

DOI10.1007/S11203-005-2349-4MaRDI QIDQ882912zbMATH OpenOpenAlexFDO

Authors J. Zhu, Soumendra N. 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

zbMATH Keywords

resamplingfunctional central limit theoreminfill asymptoticsincreasing domain asymptoticsalpha-mixing random field

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 4073644 (Why is no real title available?)
• scientific article; zbMATH DE number 3690391 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• A note on empirical processes of strong-mixing sequences
• Approximation theorems for strongly mixing random variables
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• Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs
• Blockwise bootstrapped empirical process for stationary sequences
• Bootstrap methods: another look at the jackknife
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Large sample confidence regions based on subsamples under minimal assumptions
• Moment bounds for stationary mixing sequences
• Nonparametric resampling for homogeneous strong mixing random fields
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• Properties of nonparametric estimators of autocovariance for stationary random fields
• Resampling a coverage pattern
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• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
• The jackknife and the bootstrap for general stationary observations
• Validity of blockwise bootstrap for empirical processes with stationary observations
• Weak convergence of multidimensional empirical processes for stationary -mixing processes
• Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors

Cited in

(8)

• Blockwise bootstrap of the estimated empirical process based on -weakly dependent observations
• Properties of spatial cross-periodograms using fixed-domain asymptotics
• Baxter's inequality and sieve bootstrap for random fields
• Bootstrapping Spatial Median for Location Problems
• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
• scientific article; zbMATH DE number 1406063 (Why is no real title available?)
• Spatial bootstrap with increasing observations in a fixed domain
• Change-point detection and bootstrap for Hilbert space valued random fields

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