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June, 1994 Validity of Blockwise Bootstrap for Empirical Processes with Stationary Observations
U. V. Naik-Nimbalkar, M. B. Rajarshi
Ann. Statist. 22(2): 980-994 (June, 1994). DOI: 10.1214/aos/1176325507

Abstract

We show that the empirical process of the block-based bootstrap observations from a stationary sequence converges weakly to an appropriate Gaussian process, conditionally in probability and almost surely, depending upon the block length. This bootstrap was introduced by Kunsch and later by Liu and Singh. Applications in estimation of the sampling distribution of a compactly differentiable functional are indicated.

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U. V. Naik-Nimbalkar. M. B. Rajarshi. "Validity of Blockwise Bootstrap for Empirical Processes with Stationary Observations." Ann. Statist. 22 (2) 980 - 994, June, 1994. https://doi.org/10.1214/aos/1176325507

Information

Published: June, 1994
First available in Project Euclid: 11 April 2007

zbMATH: 0808.62043
MathSciNet: MR1292552
Digital Object Identifier: 10.1214/aos/1176325507

Subjects:
Primary: 62G08
Secondary: 62M99

Rights: Copyright © 1994 Institute of Mathematical Statistics

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Vol.22 • No. 2 • June, 1994
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