Bootstrapping u - statistics with estimated parameters

DOI10.1080/03610929208830866MaRDI QIDQ3135665zbMATH OpenOpenAlexFDO

Authors Paul Janssen, Noël Veraverbeke

Publication date 7 October 1993

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

Full work available at URL https://doi.org/10.1080/03610929208830866

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Cites work

• A New Proof of the Bahadur Representation of Quantiles and an Application
• Approximation Theorems of Mathematical Statistics
• Asymptotic normality of U-statistics based on trimmed samples
• On Certain Two-sample Nonparametric Tests for Variances
• On the asymptotic normality of statistics with estimated parameters
• Some asymptotic theory for the bootstrap
• Testing the Hypothesis That Two Populations Differ Only in Location

Cited in

(3)

• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
• Weighted bootstrapping for U-quantiles
• Bootstrapping modified goodness-of-fit statistics with estimated parameters

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