Blockwise bootstrap of the estimated empirical process based on -weakly dependent observations

DOI10.1007/S11203-015-9120-2MaRDI QIDQ265671zbMATH OpenOpenAlexFDO

Authors Barbara Wieczorek

Publication date 4 April 2016

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-015-9120-2

zbMATH Keywords

weak dependenceblockwise bootstrapestimated empirical process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) 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 3907575 (Why is no real title available?)
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• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
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• Parametric bootstrap tests for continuous and discrete distributions
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• Validity of blockwise bootstrap for empirical processes with stationary observations
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

Cited in

(10)

• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
• Stationary bootstrap for kernel density estimators under -weak dependence
• The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
• A bootstrap functional central limit theorem for time-varying linear processes
• Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
• Bootstrapping sample quantiles of discrete data
• Weak convergence for stationary bootstrap empirical processes of associated sequences
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• Blockwise empirical Euclidean likelihood for weakly dependent processes

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