Degenerate U- and V-statistics under weak dependence: asymptotic theory and bootstrap consistency
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Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
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.
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Cited in
(34)- Exponential inequalities for dependent V-statistics via random Fourier features
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- Bootstrap procedures for online monitoring of changes in autoregressive models
- Limit theorems for \(U\)-statistics of Bernoulli data
- Consistency of general bootstrap methods for degenerate U-type and V-type statistics
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Asymptotic properties of conditional U -statistics using delta sequences
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Dependent wild bootstrap for degenerate U- and V-statistics
- Goodness-of-fit test for stochastic volatility models
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
- Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- Normality tests for dependent data: large-sample and bootstrap approaches
- Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
- 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
- Degenerate U-Statistics Based on Non-Independent Observations
- Theory of generalized discrepancies on a ball of arbitrary finite dimensions and algorithms for finding low-discrepancy point sets
- Asymptotics of randomly weighted image- and image-statistics: application to bootstrap
- Bootstrap for \(U\)-statistics: a new approach
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Change-point detection under dependence based on two-sample \(U\)-statistics
- New measure of the bivariate asymmetry
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- Von Mises \(\omega^ 2\)-statistic and the bootstrap
- Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications
- Consistency of the generalized bootstrap for degenerate \(U\)-statistics
- U-statistics with conditional kernels for incomplete data models
- Convolved subsampling estimation with applications to block bootstrap
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