Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics

DOI10.1016/S0167-7152(02)00338-3zbMath1014.62039OpenAlexW2079760085MaRDI QIDQ1812040

R. Pino-Mejías, J. Muñoz-García, M. Dolores Jiménez-Gamero

Publication date: 18 June 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00338-3

zbMATH Keywords

bootstrapconsistencydegenerate U statisticsdegenerate V statistics

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

Related Items (6)

Normality tests for dependent data: large-sample and bootstrap approaches ⋮ Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters ⋮ A test for the geometric distribution based on linear regression of order statistics ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ Bootstrapping modified goodness-of-fit statistics with estimated parameters ⋮ Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics

Cites Work

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• Unified large-sample theory of general chi-squared statistics for tests of fit
• On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
• Bootstrap based goodness-of-fit-tests
• Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
• The Cramer-Smirnov Test in the Parametric Case

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