✦ LIBER ✦

On general bootstrap of empirical estimator of a semi-Markov kernel with applications

✍ Scribed by Bouzebda, Salim; Limnios, Nikolaos

Book ID: 120302909
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 415 KB
Volume: 116
Category: Article
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.11.008

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exchangeably weighted bootstraps of empi

Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel

✍ Bouzebda, Salim; Limnios, Nikolaos 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 227 KB

Kernel estimation for stationary density

Kernel estimation for stationary density of Markov chains with general state space

✍ Viviane S. M. Campos; Chang C. Y. Dorea 📂 Article 📅 2005 🏛 Springer Japan 🌐 English ⚖ 448 KB

Statistical Models and Methods for Relia

Statistical Models and Methods for Reliability and Survival Analysis (Couallier/Statistical Models and Methods for Reliability and Survival Analysis) || Some Asymptotic Results for Exchangeably Weighted Bootstraps of the Empirical Estimator of a Semi-Markov Kernel with Applications

✍ Couallier, Vincent; Gerville-Réache, Léo; Huber-Carol, Catherine; Limnios, Nikol 📂 Article 📅 2014 🏛 John Wiley & Sons, Inc. ⚖ 236 KB

On moment inequalities of the supremum o

On moment inequalities of the supremum of empirical processes with applications to kernel estimation

✍ Ibrahim A. Ahmad 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 97 KB

Let X 1 ; : : : ; X n be a random sample from a distribution function F. Let F n (x) = (1=n) n i=1 I (X i 6 x) denote the corresponding empirical distribution function. The empirical process is deÿned by In this note, upper bounds are found for E(D n ) and for E(e tDn ); where D n =sup x D n (x): A

On the Consistency of a Kernel Estimator

On the Consistency of a Kernel Estimator of the Distribution Density of the Sojourn Time in a Fixed State for Semi-Markov Processes

✍ B. R. Shamsuddinov 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 88 KB

Weak convergence of a bootstrap geometri

Weak convergence of a bootstrap geometric-type estimator with applications to risk theory

✍ Margarida Brito; Ana Cristina Moreira Freitas 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 269 KB