Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
From MaRDI portal
Publication:373683
DOI10.1016/J.CRMA.2013.07.013zbMATH OpenNoneOpenAlexW2027048297MaRDI QIDQ373683FDOQ373683
Authors: Salim Bouzebda, N. Limnios 
Publication date: 18 October 2013
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S1631073X13001714
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Introduction to empirical processes and semiparametric inference
- A rank statistics approach to the consistency of a general bootstrap
- Bootstrap methods: another look at the jackknife
- Statistical models based on counting processes
- Exchangeably weighted bootstraps of the general empirical process
- The weighted bootstrap
- Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
- Some asymptotic theory for the bootstrap
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Markov Renewal Processes with Finitely Many States
- Markov Renewal Processes: Definitions and Preliminary Properties
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Approximation theorems for independent and weakly dependent random vectors
- A functional central limit theorem for the empirical estimator of a semi-Markov kernel
- Semi-Markov processes and reliability
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- The impact of the bootstrap on statistical algorithms and theory
Cited In (2)
This page was built for publication: Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q373683)
