Title of article :
Bootstrapping point processes with some applications
Author/Authors :
Zarepour، نويسنده , , M and Knight، نويسنده , , K، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
10
From page :
81
To page :
90
Abstract :
We study the weak limit behavior of certain types of point processes obtained by replacing the original observations by the bootstrap sample. The usual bootstrap fails asymptotically in cases for which there exists a Poisson point process or a fixed point measure in the limit. In some cases, by subsampling at the rate m=m(n)=o(n)→∞ in the bootstrap (where n is the sample size), this problem will be resolved and convergence holds in probability. If m log log n/n→0 then asymptotic results are valid almost surely. The method is applied to some statistical problems.
Keywords :
Bootstrap , Point process , extremes , Heavy tail , Asymptotic , Linear regression
Journal title :
Stochastic Processes and their Applications
Serial Year :
1999
Journal title :
Stochastic Processes and their Applications
Record number :
1576545
Link To Document :
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