Bootstrap for U-statistics: a new approach

DOI10.1080/10485252.2016.1190843MaRDI QIDQ2832018zbMATH OpenOpenAlexFDO

Authors O. 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

zbMATH Keywords

bootstrap\(U\)-statisticssubsamplingmixing processes

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stationary stochastic processes (60G10)

Abstract: Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach of getting a bootstrap version of U-statistics, which can be described as a compromise between bootstrap and subsampling. We will show the consistency of the new method and compare its finite sample properties in a simulation study.

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Cited in

(9)

• Random quadratic forms and the bootstrap for \(U\)-statistics
• scientific article; zbMATH DE number 4026577 (Why is no real title available?)
• scientific article; zbMATH DE number 4036929 (Why is no real title available?)
• scientific article; zbMATH DE number 4084755 (Why is no real title available?)
• Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
• Weighted bootstrapping of \(U\)-statistics
• scientific article; zbMATH DE number 1138640 (Why is no real title available?)
• Cramér's type results for some bootstrapped \(U\)-statistics
• Convolved subsampling estimation with applications to block bootstrap

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