The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics
DOI10.1080/10485250802280259zbMATH Open1147.62334OpenAlexW2169642862MaRDI QIDQ3535706FDOQ3535706
Authors: Shuran Zhao, Xingzhong Xu, Xiaobo Ding
Publication date: 14 November 2008
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250802280259
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Cites Work
- Approximation Theorems of Mathematical Statistics
- Empirical likelihood ratio confidence regions
- A rank statistics approach to the consistency of a general bootstrap
- Bootstrap methods: another look at the jackknife
- A simple consistent bootstrap test for a parametric regression function
- A Class of Statistics with Asymptotically Normal Distribution
- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
- Bounds on Moments of Certain Random Variables
- Weighted bootstrapping of \(U\)-statistics
- Consistency of the generalized bootstrap for degenerate \(U\)-statistics
- Random quadratic forms and the bootstrap for \(U\)-statistics
- On a second-order asymptotic property of the Bayesian bootstrap mean
- On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
- The Berry-Esseen theorem for U-statistics
- Generalized bootstrap for studentized U-statistics: A rank statistic approach
- Weighted bootstrapping for \(U\)-quantiles
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