Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap

Statistics and Probability Letters

Volumn 46, Issue 1, 2000, Pages 13-20

  Burke, Murray D ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Multivariate confidence bands* Multivariate two sample problem; Strong martingales* Kolmogorov Smirnov statistics; Weighted bootstrap

Indexed keywords

EID: 0042278802     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(99)00082-6     Document Type: Article

References (23)

1. Alexander K.S. Central limit theorems for stochastic processes under random entropy conditions. Probab. Theoret. Related Fields. 75:1987;351-378.
2. Barbe, P., Bertail, P., 1995. The Weighted Bootstrap. Lecture Notes in Statistics, vol. 98. Springer, New York.
3. Burke, M.D., 1998. A Gaussian bootstrap approach to estimation and tests. In: B. Szyszkowicz (Ed.), Asymptotic Methods in Probability and Statistics (ICAMPS'97). Elsevier, Amsterdam, pp. 697-706.
4. Burke, M.D., 1999. Nonparametric model checks for regression using a weighted bootstrap. Manuscript.
5. Efron B. Bootstrap methods - another look at the jackknife. Ann. Statist. 7:1979;1-26.
6. Efron, B., 1982. The Jackknife, the Bootstrap and Other Resampling Plans. Reg. Conference Ser. Appl. Math., SIAM, Philadelphia.
7. Gaenssler, P., 1987. Bootstrapping empirical measures indexed by Vapnik-Chervonenkis classes of sets. In: Prohorov et al. (Eds.), Prob. Theory & Math. Stat. Vol. 1. VNU Science Press, Utrecht, pp. 467-481.
8. Haeusler E., Mason D.M., Newton M.A. Weighted bootstrapping of means. Cent. Wisk. Inform. Quart. 4:1991;213-228.
9. Horváth, L., 1998. Approximations for hybrids of empirical and partial sums processes. Preprint.
10. Horváth, L., Kokoszka, P., Steinebach, J., 1999. Approximations for weighted bootstrap processes with an application. Statist. Probab. Lett., to appear.
11. Ivanoff B.G. Stopping times and tightness for multiparameter martingales. Statist. Probab. Lett. 28:1996;111-114.
12. Keaney K.M., Wei L.J. Interim analysis based on median survival times. Biometrika. 81:1994;279-286.
13. Lin D.Y., Robins J.M., Wei L.J. Comparing two failure time distributions in the presence of dependent censoring. Biometrika. 83:1996;381-393.
14. Mason D.M., Newton M.A. A rank statistics approach to the consistency of a general bootstrap. Ann. Statist. 20:1992;1611-1624.
15. Parzen M.I., Wei L.J., Ying Z. A resampling method based on pivotal estimating functions. Biometrika. 81:1994;341-350.
16. Praestgaard J., Wellner J.A. Exchangeably weighted bootstraps of the general empirical process. Ann. Probab. 21:1993;2053-2086.
17. Rossini A.J., Wei L.J., Ying Z. Checking adequacy of the semiparametric location shift model with censored data. Lifetime Data Anal. 2:1996;145-157.
18. Rubin H. The Bayesian bootstrap. Ann. Statist. 9:1981;130-134.
19. Shorack, G.R., Wellner, J.A., 1986. Empirical Processes with Applications to Statistics. Wiley, New York.
20. Stute W., González Manteiga W., Presedo Quindimil M. Bootstrap approximations in model checks for regression. J. Amer. Statist. Assoc. 93:1998;141-149.
21. Su J.Q., Wei L.J. A lack-of-fit test for the mean function in a generalized linear model. J. Amer. Statist. Assoc. 86:1991;420-426.
22. Van der Vaart, A.W., Wellner, J.A., 1996. Weak Convergence and Empirical Processes. Springer, New York.
23. Wu C.F.J. Jackknife, bootstrap and other resampling methods in regression analysis. Ann. Statist. 14:1986;1261-1295.