Show simple item record

dc.contributor.authorBertail, Patriceen
dc.contributor.authorClémençon, Stéphanen
dc.contributor.authorTressou, Jessicaen
dc.contributor.authorCavaliere, Giuseppeen
dc.contributor.authorPolitis, Dimitris Nicolasen
dc.contributor.authorRahbek, Andersen
dc.creatorBertail, Patriceen
dc.creatorClémençon, Stéphanen
dc.creatorTressou, Jessicaen
dc.creatorCavaliere, Giuseppeen
dc.creatorPolitis, Dimitris Nicolasen
dc.creatorRahbek, Andersen
dc.titleBootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statisticsen
dc.description.endingpageonlineΣχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied SciencesΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.description.notes<p>ID: 991en
dc.description.notesIn: JOURNAL OF TIME SERIES ANALYSIS volume 36 issue 3 page 462.en
dc.description.notesSummary: Abstract This article is devoted to extending the notion of robustness in the context of Markovian data, based on their (pseudo‐)regenerative properties and by studying its impact on the regenerative block‐bootstrap (RBB). Precisely, it is shown how to possibly define the ‘influence function’ in this framework, so as to measure the impact of (pseudo‐)regeneration data blocks on the statistic of interest. We also define the concept of regeneration‐based signed linear rank statistic and L‐statistic, as specific functionals of the regeneration blocks, which can be made robust against outliers in this sense. The asymptotic validity of the approximate RBB (ARBB), is established here, when applied to such statistics. For illustration purpose, we compare (A)RBB confidence intervals for the mean, the median and some L‐statistics related to the (supposedly existing) stationary probability distribution μ(dx) of the chain observed and for their robustified versions as well. Copyright © 2015 Wiley Publishing Ltd.</p>en
dc.contributor.orcidBertail, Patrice [0000-0002-6011-3432]
dc.contributor.orcidCavaliere, Giuseppe [0000-0002-2856-0005]

Files in this item


There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record