On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
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Publication:4634443
DOI10.1080/10485252.2017.1404059zbMath1435.62148OpenAlexW2769993971MaRDI QIDQ4634443
Salim Bouzebda, Chrysanthi Papamichail, Nikolaos Limnios
Publication date: 10 April 2018
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2017.1404059
bootstrapfunctional central limit theoremconfidence intervalsemimartingalegoodness-of-fit testsemi-Markov processempirical estimatorexchangeable bootstrapsemi-Markov kernel
Nonparametric statistical resampling methods (62G09) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)
Related Items (5)
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications ⋮ General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ On the performance of weighted bootstrapped kernel deconvolution density estimators ⋮ The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
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