Approximation for bootstrapped empirical processes

DOI10.1090/S0002-9939-99-05409-XzbMATH Open0959.62043OpenAlexW1880740717MaRDI QIDQ4955844FDOQ4955844

Authors: Miklós Csörgo, Lajos Horváth, Piotr Kokoszka 

Publication date: 22 May 2000

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-99-05409-x

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zbMATH Keywords

bootstrapPoisson processesempirical processesBrownian bridgeapproximations

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

Cites Work

• Weighted empirical and quantile processes
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
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• On convergence rates of suprema
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• Bootstrapping empirical functions
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• Bootstrapping robust regression
• An asymptotic theory for empirical reliability and concentration processes
• An approximation of stopped sums with applications in queueing theory
• On the best approximation for bootstrapped empirical processes

Cited In (20)

• Bootstrapping the empirical distribution of a linear process
• Consistency of the Subsample Bootstrap empirical process
• Rates of convergence for U-statistic processes and their bootstrapped versions
• On the local time of the weighted bootstrap and compound empirical processes
• On the best approximation for bootstrapped empirical processes
• Bootstrap of deviation probabilities with applications
• Title not available (Why is that?)
• Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes
• Approximations to permutation and exchangeable processes
• A note on the performance of bootstrap kernel density estimation with small re-sample sizes
• A note on the bootstrapped empirical process
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• Some approximations toL_p-statistics of kernel density estimators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes
• Title not available (Why is that?)
• Strong approximations for weighted bootstrap of empirical and quantile processes with applications

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