On the local time of the weighted bootstrap and compound empirical processes

DOI10.1080/07362994.2015.1024854zbMATH Open1327.62315OpenAlexW1540552928MaRDI QIDQ3448332FDOQ3448332

Authors: Sergio Alvarez-Andrade, Salim Bouzebda 

Publication date: 23 October 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1024854

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zbMATH Keywords

empirical processstrong approximationbest approximationlocal timeBrownian bridgeweighted bootstrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Density estimation (62G07) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Cites Work

• Bootstrap methods: another look at the jackknife
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• An iterated logarithm law for local time
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• Some asymptotic properties of the hybrids of empirical and partial-sum processes
• Random crossings of cumulative distribution functions

Cited In (3)

• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• On the hybrids of \(k\)-spacing empirical and partial sum processes
• Central limit theorems for functional Z -estimators with functional nuisance parameters

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