General bootstrap for dual \(\phi\)-divergence estimates

DOI10.1155/2012/834107zbMath1233.62097arXiv1106.2246OpenAlexW1983581143WikidataQ58910994 ScholiaQ58910994MaRDI QIDQ764446

Mohamed Cherfi, Salim Bouzebda

Publication date: 13 March 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.2246

Mathematics Subject Classification ID

Related Items (12)

On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Dual divergences estimation for censored survival data ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Dual divergence estimators of the tail index ⋮ Cramér's type results for some bootstrapped \(U\)-statistics ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ On Bayesian estimation via divergences ⋮ General tests of independence based on empirical processes indexed by functions ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Minimum \(K_\phi\)-divergence estimators for multinomial models and applications ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes

Uses Software

• bootstrap

Cites Work

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