Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
From MaRDI portal
Publication:476233
Abstract: Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly dependent in the sense of near epoch dependence, where the underlying process fulfills some mixing conditions. As parametric inference in an infinite dimensional space is difficult, we show that the nonoverlapping block bootstrap is consistent. Furthermore, we show how these results can be used for degenerate von Mises-statistics.
Recommendations
- Degenerate U- and V-statistics under weak dependence: asymptotic theory and bootstrap consistency
- On the bootstrap methodology for functional data
- scientific article; zbMATH DE number 1064827
- scientific article; zbMATH DE number 774870
- The bootstrap for empirical processes based on stationary observations
Cites work
- scientific article; zbMATH DE number 4013644 (Why is no real title available?)
- scientific article; zbMATH DE number 3135192 (Why is no real title available?)
- scientific article; zbMATH DE number 3865901 (Why is no real title available?)
- scientific article; zbMATH DE number 774870 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
- Bootstrapping general empirical measures
- Bootstrapping the sample means for stationary mixing sequences
- Central Limit Theorem for Stationary Processes in Hilbert Space
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
- Consistency of the stationary bootstrap under weak moment conditions
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
- Discussion on: ``Bootstrap methods for dependent data: a review
- Ergodic properties of invariant measures for piecewise monotonic transformations
- Introduction to strong mixing conditions. Vol. 3.
- Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
- Limit theorems for sums of weakly dependent Banach space valued random variables
- Mercer theorem for RKHS on noncompact sets
- Moment inequalities and the strong laws of large numbers
- On the bootstrap of \(U\) and \(V\) statistics
- On the use of the bootstrap for estimating functions with functional data
- Probability in Banach spaces. Isoperimetry and processes
- Random quadratic forms and the bootstrap for \(U\)-statistics
- Some asymptotic theory for the bootstrap
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Weak invariance principles for sums of dependent random functions
- Weakly dependent functional data
- What can modern statistics offer imaging neuroscience?
Cited in
(21)- Exact conditional tests and approximate bootstrap tests for the von Mises distribution
- On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application
- Bootstrapping covariance operators of functional time series
- Sieve bootstrap for functional time series
- Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- scientific article; zbMATH DE number 774870 (Why is no real title available?)
- Weak laws of large numbers for weighted coordinatewise pairwise NQD random vectors in Hilbert spaces
- Bootstrap for \(U\)-statistics: a new approach
- On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application
- Bootstrap Prediction Bands for Functional Time Series
- Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
- On the convergence for randomly weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables
- On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Generalized Marcinkiewicz laws for weighted dependent random vectors in Hilbert spaces
- Change-point detection and bootstrap for Hilbert space valued random fields
- Testing equality of spectral density operators for functional processes
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- scientific article; zbMATH DE number 7553244 (Why is no real title available?)
This page was built for publication: Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q476233)
