• 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