Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Theory of Stochastic Processes, 2019, Volume 24(40), Issue 1, Pages 19–48 (Mi thsp299)  

Some Selected Topics for the Bootstrap of the Empirical and Quantile processes

Sergio Alvarez-Andrade, Salim Bouzebda

LMAC, Alliance Sorbonne Université, Université de Technologie de Compiègne
References:
Abstract: In the present work, we consider the asymptotic distributions of $L_{p}$ functionals of bootstrapped weighted uniform quantile and empirical processes. The asymptotic laws obtained are represented in terms of Gaussian integrals. We investigate the strong approximations for the bootstrapped Vervaat process and the weighted bootstrap for Bahadur-Kiefer process. We obtain new results on the precise asymptotics in the law of the logarithm related to complete convergence and a.s. convergence, under some mild conditions, for the weighted bootstrap of empirical and the quantile processes. In addition we consider the strong approximation of the hybrids of empirical and partial sums processes when the sample size is random.
Keywords: Empirical processes, Bootstrap, Gaussian processes, Kac's representation, Vervaat process, Bahadur-Kiefer process, Complete convergence.
Document Type: Article
MSC: Primary 60F17; Secondary 62G20; 62H10; 60F15
Language: English
Citation: Sergio Alvarez-Andrade, Salim Bouzebda, “Some Selected Topics for the Bootstrap of the Empirical and Quantile processes”, Theory Stoch. Process., 24(40):1 (2019), 19–48
Citation in format AMSBIB
\Bibitem{AlvBou19}
\by Sergio Alvarez-Andrade, Salim Bouzebda
\paper Some Selected Topics for the Bootstrap of the Empirical and Quantile processes
\jour Theory Stoch. Process.
\yr 2019
\vol 24(40)
\issue 1
\pages 19--48
\mathnet{http://mi.mathnet.ru/thsp299}
Linking options:
  • https://www.mathnet.ru/eng/thsp299
  • https://www.mathnet.ru/eng/thsp/v24/i1/p19
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:88
    Full-text PDF :42
    References:15
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024