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
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