On a mapping approach to investigating the bootstrap accuracy

DOI10.1007/S004400050083zbMATH Open0868.60033OpenAlexW1984963506MaRDI QIDQ679164FDOQ679164

Authors: Kani Chen, S. H. Lo 

Publication date: 18 August 1997

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050083

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• scientific article; zbMATH DE number 5233718

zbMATH Keywords

Edgeworth expansionKolmogorov-Smirnov statisticbootstrap accuracybootstrap approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

Cited In (8)

• Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
• Accuracy of the bootstrap approximation
• Empirical likelihood based confidence intervals for copulas
• Bootstrap approximation of tail dependence function
• Rate of convergence of bootstrapped empirical measures
• Bootstrap and empirical likelihood methods in extremes
• Testing the Gaussian copula hypothesis for financial assets dependences
• Dilation bootstrap

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