The Annals of Statistics

Bootstrapping Empirical Functions

Sandor Csorgo and David M. Mason

Full-text: Open access

Abstract

We develop the complete bootstrapped parallel to the asymptotic theory of weighted empirical and quantile processes. Utilizing this parallel theory, we present a general body of techniques to establish the asymptotic validity of the bootstrap method of constructing confidence bands for statistical functions. These techniques are demonstrated to be applicable to the construction of asymptotic bootstrap confidence bands for a variety of concrete functions.

Article information

Source
Ann. Statist., Volume 17, Number 4 (1989), 1447-1471.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176347374

Digital Object Identifier
doi:10.1214/aos/1176347374

Mathematical Reviews number (MathSciNet)
MR1026292

Zentralblatt MATH identifier
0701.62057

JSTOR
links.jstor.org

Subjects
Primary: 62G15: Tolerance and confidence regions
Secondary: 62E20: Asymptotic distribution theory 62E25 60F17: Functional limit theorems; invariance principles 60F05: Central limit and other weak theorems

Keywords
Bootstrap confidence band weighted empirical and quantile processes

Citation

Csorgo, Sandor; Mason, David M. Bootstrapping Empirical Functions. Ann. Statist. 17 (1989), no. 4, 1447--1471. doi:10.1214/aos/1176347374. https://projecteuclid.org/euclid.aos/1176347374


Export citation