A note on the bootstrapped empirical process

Research output: Contribution to journalArticle

Abstract

Let Fn denote the empirical distribution of a sample of size n from a distribution function F, and let Hn,t denote the distribution of n(Fn(t)-F(t)). Contrary to the intuition, Hn,t is not approximated uniformly over t by its bootstrapped counterpart. The main problem is at the values of t near the tails of F. Two results exploring this phenomenon are presented here.

Original languageEnglish (US)
Pages (from-to)587-589
Number of pages3
JournalJournal of Statistical Planning and Inference
Volume126
Issue number2
DOIs
StatePublished - Dec 1 2004

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Empirical Process
Distribution functions
Denote
Empirical Distribution
Tail
Distribution Function
Empirical process
Empirical distribution
Distribution function
Intuition

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Cite this

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title = "A note on the bootstrapped empirical process",
abstract = "Let Fn denote the empirical distribution of a sample of size n from a distribution function F, and let Hn,t denote the distribution of n(Fn(t)-F(t)). Contrary to the intuition, Hn,t is not approximated uniformly over t by its bootstrapped counterpart. The main problem is at the values of t near the tails of F. Two results exploring this phenomenon are presented here.",
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A note on the bootstrapped empirical process. / Babu, G. Jogesh.

In: Journal of Statistical Planning and Inference, Vol. 126, No. 2, 01.12.2004, p. 587-589.

Research output: Contribution to journalArticle

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