General bootstrap for dual -divergence estimates

DOI10.1155/2012/834107zbMATH Open1233.62097arXiv1106.2246OpenAlexW1983581143WikidataQ58910994 ScholiaQ58910994MaRDI QIDQ764446FDOQ764446

Authors: Salim Bouzebda, Mohamed Cherfi 

Publication date: 13 March 2012

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

Abstract: A general notion of bootstrapped $phi$-divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrapped $phi$-divergence estimates are obtained, by mean of the empirical process theory, which are applied to construct the bootstrap confidence set with asymptotically correct coverage probability. Some of practical problems are discussed, including in particular, the choice of escort parameter and several examples of divergences are investigated. Simulation results are provided to illustrate the finite sample performance of the proposed estimators.

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

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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Cited In (17)

• Generalized bootstrap for estimators of minimizers of convex functions
• Dual divergences estimation for censored survival data
• On the strong approximation of bootstrapped empirical copula processes with applications
• 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
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
• On Bayesian estimation via divergences
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Cramér's type results for some bootstrapped \(U\)-statistics
• Dual divergence estimators of the tail index
• Central limit theorems for functional Z -estimators with functional nuisance parameters
• Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
• The Bahadur representation for empirical and smooth quantile estimators under association
• Limit theorems for a class of processes generalizing the U -empirical process
• General tests of conditional independence based on empirical processes indexed by functions
• Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes
• Some applications of the strong approximation of the integrated empirical copula processes

Uses Software

• bootstrap

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