Bootstrap forU-statistics: a new approach
From MaRDI portal
Publication:2832018
DOI10.1080/10485252.2016.1190843zbMath1348.62155arXiv1505.07260OpenAlexW428799869MaRDI QIDQ2832018
Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler
Publication date: 4 November 2016
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.07260
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09)
Related Items (1)
Cites Work
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
- Approximation theorems for strongly mixing random variables
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Some asymptotic theory for the bootstrap
- GARCH (1,1) processes are near epoch dependent
- On the bootstrap of \(U\) and \(V\) statistics
- On the blockwise bootstrap for empirical processes for stationary sequences
- Bootstrapping the sample means for stationary mixing sequences
- Random quadratic forms and the bootstrap for \(U\)-statistics
- Linear processes in function spaces. Theory and applications
- Generalized autoregressive conditional heteroscedasticity
- Large sample confidence regions based on subsamples under minimal assumptions
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
- Bootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processes
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Moment bounds for stationary mixing sequences
- Automatic Block-Length Selection for the Dependent Bootstrap
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
- A Class of Statistics with Asymptotically Normal Distribution
This page was built for publication: Bootstrap forU-statistics: a new approach
