2015/10/21 by Beutner, Eric, Zähle, Henryk · 1 citation
#62G05 #62G09 #62G20 #62G30 #FOS: Mathematics #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1510.06207
The functional delta-method provides a convenient tool for deriving the asymptotic distribution of a plug-in estimator of a statistical functional from the asymptotic distribution of the respective empirical process. Moreover, it provides a tool to derive bootstrap consistency for plug-in estimators from bootstrap consistency of empirical processes. It has recently been shown that the range of applications of the functional delta-method for the asymptotic distribution can be considerably enlarged by employing the notion of quasi-Hadamard differentiability. Here we show in a general setting that this enlargement carries over to the bootstrap. That is, for quasi-Hadamard differentiable functionals bootstrap consistency of the plug-in estimator follows from bootstrap consistency of the respective empirical process. This enlargement often requires convergence in distribution of the bootstrapped empirical process w.r.t. a nonuniform sup-norm. The latter is not problematic as will be illustrated by means of examples.