Consistency of the generalized bootstrap for degenerate \(U\)-statistics

From MaRDI portal
Revision as of 13:11, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1317252

DOI10.1214/aos/1176349399zbMath0797.62036OpenAlexW2056299119MaRDI QIDQ1317252

Paul Janssen, Marie Hušková

Publication date: 18 April 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349399




Related Items (23)

Weighted bootstrap for \(U\)-statisticsWeighted bootstrapping for \(U\)-quantilesResampling methods for the nonparametric and generalized Behrens-Fisher problemsFast goodness-of-fit tests based on the characteristic functionThe two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approachJackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applicationsEmpirical characteristic function tests for GARCH innovation distribution using multipliersWeighted bootstrap for two-sample \(U\)-statisticsChange-point inference for high-dimensional heteroscedastic dataGeneralized bootstrap for estimators of minimizers of convex functionsModel selection by resampling penalizationCramér's type results for some bootstrapped \(U\)-statisticsThe convergence rates of the weighted bootstrap distributions for von Mises andU-statisticsInference of weighted \(V\)-statistics for nonstationary time series and its applicationsDESIGN BASED INCOMPLETE U-STATISTICSGaussian and bootstrap approximations for high-dimensional U-statistics and their applicationsGoodness-of-fit tests and second-order asymptotic relationsBootstrapping rank statistics.Randomized incomplete \(U\)-statistics in high dimensionsUnnamed ItemMultiplier \(U\)-processes: sharp bounds and applicationsRates of convergence for U-statistic processes and their bootstrapped versionsA lack-of-fit test for quantile regression process models




This page was built for publication: Consistency of the generalized bootstrap for degenerate \(U\)-statistics