Uniform bootstrap central limit theorems for Harris chains
Résumé
The main objective of this talk is to present bootstrap uniform functional central limit
theorem for Harris recurrent Markov chains over uniformly bounded classes of functions. We
show that the result can be generalized also to the unbounded case. To avoid some complicated
mixing conditions, we make use of the well-known regeneration properties of Markov chains.
We show that in the atomic case the proof of the bootstrap uniform central limit theorem for
Markov chains for functions dominated by a function in L2
space proposed by Radulovic (2004)
can be significantly simplified. Regenerative properties of Markov chains can be applied in
order to extend some concepts in robust statistics from i.i.d. to a Markovian setting. Bertail
and Clémençon (2006) have dened an inuence function and Fréchet dierentiability on the
torus what allowed to The main objective of this talk is to present bootstrap uniform functional central limit
theorem for Harris recurrent Markov chains over uniformly bounded classes of functions. We
show that the result can be generalized also to the unbounded case. To avoid some complicated
mixing conditions, we make use of the well-known regeneration properties of Markov chains.
We show that in the atomic case the proof of the bootstrap uniform central limit theorem for
Markov chains for functions dominated by a function in L2
space proposed by Radulovic (2004)
can be signicantly simplified. Regenerative properties of Markov chains can be applied in
order to extend some concepts in robust statistics from i.i.d. to a Markovian setting. Bertail
and Clémençon (2006) have defined an inluence function and Fréchet differentiability on the
torus what allowed to extend the notion of robustness from single observations to the blocks
of data instead. In this talk, we present bootstrap uniform central limit theorems for Fréchet
differentiable functionals in a Markovian case.The notion of robustness from single observations to the blocks
of data instead. In this talk, we present bootstrap uniform central limit theorems for Fréchet
differentiable functionals in a Markovian case.