Bootstrapping for generalized l-statistics

DOI10.1080/03610928908830018MaRDI QIDQ3473019zbMATH OpenOpenAlexFDO

Authors Jun Shao

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830018

zbMATH Keywords

bootstrap representationHodges-Lehmann estimatorU-statisticWeak consistency

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Better Bootstrap Confidence Intervals
• Bootstrap methods: another look at the jackknife
• Generalized L-, M-, and R-statistics
• Laws of large numbers for bootstrapped U-statistics
• Limit theorems for dissociated random variables
• Some asymptotic theory for the bootstrap

Cited in

(16)

• Generalized bootstrap for studentized U-statistics: A rank statistic approach
• On bootstrapping \(L_2\)-type statistics in density testing
• Bootstrap approximation of distributions of the \(L\)-statistics
• A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
• Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
• Bootstrapping for HElib
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