IDEAS home Printed from https://ideas.repec.org/a/hin/jnljps/834107.html
   My bibliography  Save this article

General Bootstrap for Dual ϕ-Divergence Estimates

Author

Listed:
  • Salim Bouzebda
  • Mohamed Cherfi

Abstract

A general notion of bootstrapped ϕ -divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrapped ϕ -divergence estimates are obtained, by means of the empirical process theory, which are applied to construct the bootstrap confidence set with asymptotically correct coverage probability. Some of practical problems are discussed, including, in particular, the choice of escort parameter, and several examples of divergences are investigated. Simulation results are provided to illustrate the finite sample performance of the proposed estimators.

Suggested Citation

  • Salim Bouzebda & Mohamed Cherfi, 2012. "General Bootstrap for Dual ϕ-Divergence Estimates," Journal of Probability and Statistics, Hindawi, vol. 2012, pages 1-33, February.
    • Handle: RePEc:hin:jnljps:834107
    DOI: 10.1155/2012/834107
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/JPS/2012/834107.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/JPS/2012/834107.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2012/834107?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Salim Bouzebda & Chrysanthi Papamichail & Nikolaos Limnios, 2018. "On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 49-86, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnljps:834107. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.