On a mapping approach to investigating the bootstrap accuracy

DOI10.1007/S004400050083MaRDI QIDQ679164zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Edgeworth expansionKolmogorov-Smirnov statisticbootstrap accuracybootstrap approximation

Mathematics Subject Classification ID

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

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• 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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