Invalidity of bootstrap for critical branching processes with immigration (Q1339705)

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Invalidity of bootstrap for critical branching processes with immigration
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    Invalidity of bootstrap for critical branching processes with immigration (English)
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    1 March 1995
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    In this article it is assumed that the Galton-Watson process has the initial size 1 and the offspring and immigration probability mass functions are of the type \[ p_ \theta (n)= a(n) \theta^ n/ A(\theta), \qquad q_ \varphi (k)= b(k)\varphi^ k/B (\varphi), \] respectively, where \(\{a(n)\}\) and \(\{b(k)\}\) are known nonnegative sequences, \(A(\theta)= \sum_{n=0}^ \infty a(n) \theta^ n\) and \(B(\varphi)= \sum_{k=0}^ \infty b(k) \varphi^ k\). Let \(m\) be the offspring mean. This article considers the case when the observations consist of generation sizes of the branching process with immigration together with the immigration component of each generation. It is shown that the bootstrap version of the standardized maximum likelihood estimator (s.m.l.e.) does not have the same limiting distribution as the s.m.l.e. under the assumption that \(m=1\) (critical case). In fact, given the sample, the value of the conditional distribution function of the bootstrap version of the s.m.l.e. defines a sequence of random variables whose limit (in distribution) is also shown to be a random variable, when \(m=1\). The approach used here is via a sequence of branching processes for which a general weak convergence result [in \(D^ + [0, \infty)\)] is established using operator semigroup convergence theorems.
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    Galton-Watson process
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    immigration
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    bootstrap
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    standardized maximum likelihood estimator
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    limiting distribution
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    conditional distribution
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    operator semigroup convergence theorems
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