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Lajos Horváth - Best approximations for bootstrapped processes with applications
| LAJOS HORVÁTH, Department of Mathematics, University of Utah, Salt Lake City, Utah 84112, USA |
| Best approximations for bootstrapped processes with applications |
We study the asymptotic properties of bootstrapped empirical
processes
based on ``naive'' and weighted bootstrap. We show that the order of
the best possible approximation for the bootstrapped processes cannot
be better than
and we construct sequences of
Brownian bridges where this rate is achieved. We discuss applications
of the main results to density estimation and change-point detection.
