Dependent wild bootstrap for degenerate U- and V-statistics
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Publication:391607
DOI10.1016/J.JMVA.2013.03.003zbMATH Open1279.62102OpenAlexW2101176412MaRDI QIDQ391607FDOQ391607
Authors: Anne Leucht, Michael H. Neumann 
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.03.003
Recommendations
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
- Consistency of the generalized bootstrap for degenerate \(U\)-statistics
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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Cited In (32)
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Additive regression model for stationary and ergodic continuous time processes
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- Hypothesis Testing for Matched Pairs with Missing Data by Maximum Mean Discrepancy: An Application to Continuous Glucose Monitoring
- Multiplier subsample bootstrap for statistics of time series
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Two-sample \(U\)-statistic processes for long-range dependent data
- Specification tests for time-varying coefficient models
- A consistent goodness-of-fit test for huge dimensional and functional data
- Estimation and bootstrap for stochastically monotone Markov processes
- Bootstrap for integer‐valued GARCH(p, q) processes
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Testing For Global Covariate Effects in Dynamic Interaction Event Networks
- Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions
- Dependent wild bootstrap for the empirical process
- Testing the symmetry of a dependence structure with a characteristic function
- Limit theorems for von Mises statistics of a measure preserving transformation
- Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
- Autoregressive wild bootstrap inference for nonparametric trends
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
- Bootstrapping sample quantiles of discrete data
- Bootstrap for \(U\)-statistics: a new approach
- Tests for scale changes based on pairwise differences
- Stein's method meets computational statistics: a review of some recent developments
- Inference for local distributions at high sampling frequencies: a bootstrap approach
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
- Testing for strict stationarity via the discrete Fourier transform
- Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
- A model specification test for GARCH(1,1) processes
- A distance-based test of independence between two multivariate time series
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