Bootstrapping weighted empirical processes that do not converge weakly

DOI10.1016/S0167-7152(97)84156-9MaRDI QIDQ449905zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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

Cites work

• scientific article; zbMATH DE number 1416392 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
• Bootstrap methods: another look at the jackknife
• Convergence of empirical processes of mixing rv's on \([0,1]\)
• Estimated sampling distributions: The bootstrap and competitors
• Jackknife, bootstrap and other resampling methods in regression analysis
• On the asymptotic accuracy of Efron's bootstrap
• Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
• Some asymptotic theory for the bootstrap
• The bootstrap of the mean with arbitrary bootstrap sample size
• The weighted empirical process of row independent random variables with arbitrary distribution functions
• Theoretical comparison of bootstrap confidence intervals
• Weak Convergence of Weighted Empirical Cumulatives Based on Ranks

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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