Dependent wild bootstrap for degenerate U- and V-statistics

DOI10.1016/J.JMVA.2013.03.003MaRDI QIDQ391607zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

weak dependencetwo-sample testCramér-von Mises test

Mathematics Subject Classification ID

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)

Recommendations

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• Consistency of the generalized bootstrap for degenerate \(U\)-statistics
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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
• Two-sample \(U\)-statistic processes for long-range dependent data
• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
• Specification tests for time-varying coefficient models
• A consistent goodness-of-fit test for huge dimensional and functional data
• Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
• Estimation and bootstrap for stochastically monotone Markov processes
• Bootstrap for integer‐valued GARCH(p, q) processes
• Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions
• Testing For Global Covariate Effects in Dynamic Interaction Event Networks
• Limit theorems for von Mises statistics of a measure preserving transformation
• Testing the symmetry of a dependence structure with a characteristic function
• Dependent wild bootstrap for the empirical process
• 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
• Bootstrapping sample quantiles of discrete data
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic 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 marginal homogeneity in Hilbert spaces with applications to stock market returns
• Testing for strict stationarity via the discrete Fourier transform
• A model specification test for GARCH(1,1) processes
• A distance-based test of independence between two multivariate time series

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• R

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