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Statistics
A Journal of Theoretical and Applied Statistics
Volume 46, 2012 - Issue 5
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Original Articles

Consistency of the Subsample Bootstrap empirical process

Markus Pauly Institute of Mathematical Statistics and Actuarial Science, University of Bern, Alpeneggstrasse 22, CH-3012, Bern, SwitzerlandCorrespondence[email protected]
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Pages 621-626 | Received 17 Nov 2010, Accepted 23 Nov 2010, Published online: 18 Apr 2011

Citations (11)

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Read on this site (3)

Salim Bouzebda, Thouria El-hadjali & Anouar Abdeldjaoued Ferfache. (2024) Central limit theorems for functional Z-estimators with functional nuisance parameters. Communications in Statistics - Theory and Methods 53:7, pages 2535-2577.
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Salim Bouzebda, Chrysanthi Papamichail & Nikolaos Limnios. (2018) On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications. Journal of Nonparametric Statistics 30:1, pages 49-86.
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Salim Bouzebda & Amor Keziou. Empirical likelihood based confidence regions for functional of copulas. Journal of Nonparametric Statistics 0:0, pages 1-33.
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Articles from other publishers (8)

Salim Bouzebda. (2023) General tests of conditional independence based on empirical processes indexed by functions. Japanese Journal of Statistics and Data Science 6:1, pages 115-177.
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Inass Soukarieh & Salim Bouzebda. (2022) Exchangeably Weighted Bootstraps of General Markov U-Process. Mathematics 10:20, pages 3745.
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Sergio Alvarez-Andrade & Salim Bouzebda. (2018) Cramér’s type results for some bootstrapped U-statistics. Statistical Papers 61:4, pages 1685-1699.
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S. Bouzebda. (2016) Some applications of the strong approximation of the integrated empirical copula processes. Mathematical Methods of Statistics 25:4, pages 281-303.
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S. Bouzebda, M. Chaouch & N. Laïb. (2016) Limiting law results for a class of conditional mode estimates for functional stationary ergodic data. Mathematical Methods of Statistics 25:3, pages 168-195.
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Salim Bouzebda. (2014) General tests of independence based on empirical processes indexed by functions. Statistical Methodology 21, pages 59-87.
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S. Bouzebda & T. Zari. (2014) Strong approximation of multidimensional ℙ-ℙ plots processes by Gaussian processes with applications to statistical tests. Mathematical Methods of Statistics 23:3, pages 210-238.
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S. Bouzebda. (2014) Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points. Mathematical Methods of Statistics 23:1, pages 38-65.
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