Bootstrap uniform central limit theorems for Harris recurrent Markov chains
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Publication:309568
DOI10.1214/16-EJS1167zbMath1347.62063arXiv1601.01470OpenAlexW2962991787MaRDI QIDQ309568
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.01470
entropybootstrapFréchet differentiabilityrobustnessMarkov chainsempirical processes indexed by classes of functionsNummelin splitting techniqueregenerative processes
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Discrete-time Markov processes on general state spaces (60J05)
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Statistical learning based on Markovian data maximal deviation inequalities and learning rates ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
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