EXCHANGEABLY WEIGHTED BOOTSTRAPS OF THE GENERAL EMPIRICAL PROCESS

Citation
J. Praestgaard et Ja. Wellner, EXCHANGEABLY WEIGHTED BOOTSTRAPS OF THE GENERAL EMPIRICAL PROCESS, Annals of probability, 21(4), 1993, pp. 2053-2086
Citations number
39
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
21
Issue
4
Year of publication
1993
Pages
2053 - 2086
Database
ISI
SICI code
0091-1798(1993)21:4<2053:EWBOTG>2.0.ZU;2-Y
Abstract
We consider an exchangeably weighted bootstrap of the general function -indexed empirical process. We find sufficient conditions on the boots trap weights for the central limit theorem to hold for the bootstrappe d empirical process, almost surely and in probability. The results res emble those of Gine and Zinn for Efron's bootstrap. As a corollary we obtain a result on the almost sure convergence in distribution of the Efron-bootstrapped empirical process with arbitrary sample size. A lar ge number of bootstrap resampling schemes emerge as special cases of o ur results.