Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

التفاصيل البيبلوغرافية
العنوان: Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
المؤلفون: Dehling, H., Sharipov, O. Sh., Wendler, M.
سنة النشر: 2013
المجموعة: Mathematics
Statistics
مصطلحات موضوعية: Mathematics - Statistics Theory, Mathematics - Probability
الوصف: Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly dependent in the sense of near epoch dependence, where the underlying process fulfills some mixing conditions. As parametric inference in an infinite dimensional space is difficult, we show that the nonoverlapping block bootstrap is consistent. Furthermore, we show how these results can be used for degenerate von Mises-statistics.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/1312.3870
رقم الأكسشن: edsarx.1312.3870
قاعدة البيانات: arXiv