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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2019, том 24(40), выпуск 1, страницы 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

Аннотация: 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.

Ключевые слова: Empirical processes, Bootstrap, Gaussian processes, Kac's representation, Vervaat process, Bahadur-Kiefer process, Complete convergence.

MSC: Primary 60F17; Secondary 62G20; 62H10; 60F15

Язык публикации: английский



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