Bootstrapping weighted empirical processes that do not converge weakly

DOI10.1016/S0167-7152(97)84156-9zbMATH Open1246.62116OpenAlexW2066530436MaRDI QIDQ449905FDOQ449905

Authors: Soumendra N. Lahiri 

Publication date: 2 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)84156-9

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• Strong approximations for weighted bootstrap of empirical and quantile processes with applications
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• scientific article; zbMATH DE number 37585

zbMATH Keywords

weak convergenceconfidence sets

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Bootstrap methods: another look at the jackknife
• Title not available (Why is that?)
• Theoretical comparison of bootstrap confidence intervals
• On the asymptotic accuracy of Efron's bootstrap
• Jackknife, bootstrap and other resampling methods in regression analysis
• Some asymptotic theory for the bootstrap
• Title not available (Why is that?)
• The weighted empirical process of row independent random variables with arbitrary distribution functions
• The bootstrap of the mean with arbitrary bootstrap sample size
• Weak Convergence of Weighted Empirical Cumulatives Based on Ranks
• Estimated sampling distributions: The bootstrap and competitors
• Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
• Convergence of empirical processes of mixing rv's on \([0,1]\)
• Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives

Cited In (5)

• On weak convergence of the bootstrap empirical process with random resample size
• On the local time of the weighted bootstrap and compound empirical processes
• A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
• Strong approximations for weighted bootstrap of empirical and quantile processes with applications
• Exchangeably weighted bootstraps of the general empirical process

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