Degenerate U- and V-statistics under weak dependence: asymptotic theory and bootstrap consistency
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Publication:418236
DOI10.3150/11-BEJ354zbMATH Open1238.62059arXiv1205.1892MaRDI QIDQ418236FDOQ418236
Publication date: 28 May 2012
Published in: Bernoulli (Search for Journal in Brave)
Abstract: We devise a general result on the consistency of model-based bootstrap methods for U- and V-statistics under easily verifiable conditions. For that purpose, we derive the limit distributions of degree-2 degenerate U- and V-statistics for weakly dependent -valued random variables first. To this end, only some moment conditions and smoothness assumptions concerning the kernel are required. Based on this result, we verify that the bootstrap counterparts of these statistics have the same limit distributions. Finally, some applications to hypothesis testing are presented.
Full work available at URL: https://arxiv.org/abs/1205.1892
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Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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Cited In (30)
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- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
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- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
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- Change-Point Detection Under Dependence Based on Two-Sample U-Statistics
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
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- Limit theorems for von Mises statistics of a measure preserving transformation
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
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