Strong approximations for weighted bootstrap of empirical and quantile processes with applications
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Publication:2360926
DOI10.1016/j.stamet.2012.09.001zbMath1365.62165OpenAlexW2037307012MaRDI QIDQ2360926
Sergio Alvarez-Andrade, Salim Bouzebda
Publication date: 29 June 2017
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2012.09.001
Brownian bridgekernel density estimatorbest approximationempirical processquantile processgeneral bootstrap
Related Items (8)
On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators ⋮ General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ A note on the performance of bootstrap kernel density estimation with small re-sample sizes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes ⋮ Weighted bootstrapped kernel density estimators in two-sample problems
Uses Software
Cites Work
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