Conditional delta-method for resampling empirical processes in multiple sample problems

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Authors: Merle Munko, Dennis Dobler
Cited by: 0
References: 13

Abstract

The functional delta-method has a wide range of applications in statistics. Applications on functionals of empirical processes yield various limit results for classical statistics. To improve the finite sample properties of statistical inference procedures that are based on the limit results, resampling procedures such as random permutation and bootstrap methods are a popular solution. In order to analyze the behaviour of the functionals of the resampling empirical processes, corresponding conditional functional delta-methods are desirable. While conditional functional delta-methods for some special cases already exist, there is a lack of more general conditional functional delta-methods for resampling procedures for empirical processes, such as the permutation and pooled bootstrap method. This gap is addressed in the present paper. Thereby, a general multiple sample problem is considered. The flexible application of the developed conditional delta-method is shown in various relevant examples.

Fields of Study & Subjects

Probability and Statistical Research Statistical Methods and Inference Markov Chains and Monte Carlo Methods

Publication details

Journal / source
Stochastic Processes and their Applications
Volume
195
Pages
104885–104885
Publication date
14 January 2026
Language
EN