Consistency of the Subsample Bootstrap empirical process

被引:7
|
作者
Pauly, Markus [1 ]
机构
[1] Univ Bern, Inst Math Stat & Actuarial Sci, CH-3012 Bern, Switzerland
关键词
bootstrap; sequential bootstrap; empirical process; Donsker classes; resampling methods; SEQUENTIAL BOOTSTRAP;
D O I
10.1080/02331888.2010.543469
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
In the classical Bootstrap approach the number of distinct observation in the resample is random. To overcome this hitch Rao et al. [Bootstrap by sequential resampling, J. Statist. Plan. Inference 64 (1997), pp. 257-281] have proposed a modified resampling procedure - the so-called Sequential Bootstrap or 0.632-Bootstrap - in which each resample has exactly the same number m similar or equal to left perpendicular0.632nright perpendicular of distinct observations. Motivated by this idea we introduce an akin procedure, the Subsample Bootstrap, where additionally even the size of each resample is equal. It will turn out that the Subsample Bootstrap empirical process is consistent for a wide class of Donsker classes.
引用
收藏
页码:621 / 626
页数:6
相关论文
共 50 条
  • [1] On the subsample bootstrap variance estimation
    Dragan Radulović
    [J]. Test, 1998, 7 : 295 - 306
  • [2] On the subsample bootstrap variance estimation
    Radulovic, D
    [J]. TEST, 1998, 7 (02) : 295 - 306
  • [3] BOOTSTRAP METHOD AND EMPIRICAL PROCESS
    AKAHIRA, M
    TAKEUCHI, K
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1991, 43 (02) : 297 - 310
  • [4] DEPENDENT WILD BOOTSTRAP FOR THE EMPIRICAL PROCESS
    Doukhan, Paul
    Lang, Gabriel
    Leucht, Anne
    Neumann, Michael H.
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2015, 36 (03) : 290 - 314
  • [5] Multiplier subsample bootstrap for statistics of time series
    Ma, Ruru
    Zhang, Shibin
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2024, 233
  • [6] Bootstrap consistency for the Mack bootstrap
    Steinmetz, Julia
    Jentsch, Carsten
    [J]. INSURANCE MATHEMATICS & ECONOMICS, 2024, 115 : 83 - 121
  • [7] A note on bootstrap approximations for the empirical copula process
    Buecher, Axel
    Dette, Holger
    [J]. STATISTICS & PROBABILITY LETTERS, 2010, 80 (23-24) : 1925 - 1932
  • [9] Integral Functionals and the Bootstrap for the Tail Empirical Process
    Ivanoff, B. Gail
    Kulik, Rafal
    Loukrati, Hicham
    [J]. EXTREMES, 2023, 26 (01) : 1 - 41
  • [10] Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models
    Guo, Guangbao
    Lin, Lu
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2016, 45 (06) : 2208 - 2231