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

DOI10.1007/S11203-015-9120-2zbMATH Open1356.62058OpenAlexW2469042007MaRDI QIDQ265671FDOQ265671

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

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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)

Cites Work

• The jackknife and the bootstrap for general stationary observations
• Resampling methods for dependent data
• Non-strong mixing autoregressive processes
• The Stationary Bootstrap
• Convergence of stochastic processes
• Theoretical comparisons of block bootstrap methods
• Goodness-of-fit tests when parameters are estimated
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
• Bootstrap based goodness-of-fit-tests
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• Empirical‐distribution‐function goodness‐of‐fit tests for discrete models
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• On the blockwise bootstrap for empirical processes for stationary sequences
• Validity of blockwise bootstrap for empirical processes with stationary observations
• Blockwise bootstrapped empirical process for stationary sequences
• The bootstrap for empirical processes based on stationary observations
• A new weak dependence condition and applications to moment inequalities
• The blockwise bootstrap for general empirical processes of stationary sequences
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• Parametric bootstrap tests for continuous and discrete distributions
• Bootstrapping the empirical distribution function of a spatial process

Cited In (10)

• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
• A bootstrap functional central limit theorem for time-varying linear processes
• The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
• 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
• Title not available (Why is that?)
• Blockwise empirical Euclidean likelihood for weakly dependent processes

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