Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R -Statistics and L -Statistics
Author:
Affiliation:
1. MODAL'X; Université Paris Ouest Nanterre La defense; Nanterre France
2. LSI; Telecom ParisTech; Paris France
3. MIA; INRA; Paris France
Funder
ANR-Lolita
Labex-MME-DII
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12105/fullpdf
Reference33 articles.
1. Extreme value theory for queues via cycle maxima;Asmussen;Extremes,1998
2. Kernel estimation for real-valued Markov chains;Athreya;Sankhya,1998
3. Edgeworth expansions for suitably normalized sample mean statistics of atomic Markov chains;Bertail;Probability Theory and Related Fields,2004
4. Regenerative-block bootstrap for Markov chains;Bertail;Bernoulli,2006
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2. Robust Estimation for Markov Chains with Applications to Piecewise-deterministic Markov Processes;Statistical Inference for Piecewise-deterministic Markov Processes;2018-08-06
3. Extreme Values Statistics for Markov Chains with Applications to Finance and Insurance;Extreme Events in Finance;2016-10-07
4. Bootstrap uniform central limit theorems for Harris recurrent Markov chains;Electronic Journal of Statistics;2016-01-01
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