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

DOI10.1080/07362994.2015.1024854MaRDI QIDQ3448332zbMATHOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 2233864 (Why is no real title available?)
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• Bootstrap methods: another look at the jackknife
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• Rates of convergence to Brownian local time
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• Strong approximations in a charged-polymer model
• Testing for equality between two copulas
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Cited in

(3)

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

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