Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
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Publication:476233
DOI10.1016/J.JMVA.2014.09.011zbMATH Open1302.62098arXiv1312.3870OpenAlexW2160685553MaRDI QIDQ476233FDOQ476233
Authors: O. Sh. Sharipov, Martin Wendler, Herold Dehling 
Publication date: 28 November 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1312.3870
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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Cited In (21)
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