Approximation for bootstrapped empirical processes

Citation
M. Csorgo et al., Approximation for bootstrapped empirical processes, P AM MATH S, 128(8), 2000, pp. 2457-2464
Citations number
15
Categorie Soggetti
Mathematics
Journal title
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
ISSN journal
00029939 → ACNP
Volume
128
Issue
8
Year of publication
2000
Pages
2457 - 2464
Database
ISI
SICI code
0002-9939(2000)128:8<2457:AFBEP>2.0.ZU;2-K
Abstract
We obtain an approximation for the bootstrapped empirical process with the rate of the Komlos, Major and Tusnady approximation for empirical processes . The proof of the new approximation is based on the Poisson approximation for the uniform empirical distribution function and the Gaussian approximat ion for randomly stopped sums.