Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications
From MaRDI portal
(Redirected from Publication:899357)
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
Abstract: The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate -statistics is established under mixing conditions. The resampling schemes, referred to as {em dependent multiplier bootstraps}, result from an adaptation of the seminal approach of cite{GomHor02} to mixing sequences. The proofs exploit recent results of cite{DehWen10b} on degenerate -statistics. A data-driven procedure for estimating a key bandwidth parameter involved in the resampling schemes is also suggested, making the use of the studied dependent multiplier bootstraps fully automatic. The derived results are applied to the construction of confidence intervals and to test for change-point detection. For such applications, Monte Carlo experiments suggest that the use of the proposed resampling approaches can have advantages over that of estimated asymptotic distributions.
Recommendations
- Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Degenerate U- and V-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Dependent wild bootstrap for degenerate U- and V-statistics
Cites work
- scientific article; zbMATH DE number 3692436 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 1944026 (Why is no real title available?)
- scientific article; zbMATH DE number 854587 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- An introduction to copulas.
- Asymptotic Statistics
- Automatic Block-Length Selection for the Dependent Bootstrap
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
- Change-point detection under dependence based on two-sample \(U\)-statistics
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
- Detecting changes in cross-sectional dependence in multivariate time series
- Fast large-sample goodness-of-fit tests for copulas
- Financial modeling under non-Gaussian distributions.
- Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition
- Introduction to empirical processes and semiparametric inference
- Law of the iterated logarithm for \(U\)-statistics of weakly dependent observations
- Multivariate Kendall's tau for change-point detection in copulas
- Multivariate concordance
- Nonparametric tests for change-point detection à la Gombay and Horváth
- Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
- Random quadratic forms and the bootstrap for \(U\)-statistics
- Rates of convergence for U-statistic processes and their bootstrapped versions
- Rigorous statistical procedures for data from dynamical systems
- Tapered block bootstrap
- Testing for change points in time series
- Testing for changes in Kendall's tau
- Testing for changes using permutations of U-statistics
- The Stationary Bootstrap
- The dependent wild bootstrap
- The jackknife and the bootstrap for general stationary observations
- The weighted bootstrap
- Weighted bootstrap for \(U\)-statistics
- Weighted bootstrapping of \(U\)-statistics
Cited in
(16)- Multiplier subsample bootstrap for statistics of time series
- Detecting departures from meta-ellipticity for multivariate stationary time series
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- Testing for changes in Kendall's tau
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Testing equality of a large number of densities under mixing conditions
- Tests for scale changes based on pairwise differences
- Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
- Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
- Detecting changes in mean in the presence of time-varying autocovariance
- Detecting distributional changes in samples of independent block maxima using probability weighted moments
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
- Multiplier bootstrap methods for conditional distributions
This page was built for publication: Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899357)
