The bootstrap for empirical processes based on stationary observations

被引：19
|
作者：
Radulovic, D
机构：
[1] Department of Mathematics, University of Connecticut, Storrs
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1996年 / 65卷 / 02期
基金：
美国国家科学基金会;
关键词：
moving blocks bootstrap; beta-mixing; empirical processes;
D O I：
10.1016/S0304-4149(96)00102-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
It is shown that the blockwise bootstrap of the empirical process for a stationary beta-mixing sequences, indexed by VC-subgraph classes of functions, converges weakly to the appropriate Gaussian process, conditionally in probability. The conditions imposed are only marginally stronger than the best-known sufficient conditions for the regular CLT for these processes.
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页码：259 / 279
页数：21
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