Autor(en): | Sharipov, Olimjon Sh. Tewes, Johannes Wendler, Martin |
Titel: | Bootstrap for U-Statistics: A new approach |
Sprache (ISO): | en |
Zusammenfassung: | Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach of getting a bootstrap version of U-statistics, which can be described as a compromise between bootstrap and subsampling. We will show the consistency of the new method and compare its finite sample properties in a simulation study. |
Schlagwörter: | Mixing Processes Subsampling Bootstrap U-Statistics |
URI: | http://hdl.handle.net/2003/34103 http://dx.doi.org/10.17877/DE290R-5248 |
Erscheinungsdatum: | 2015 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
---|---|---|---|---|
DP_1515_SFB823_Sharipov_Tewes_Wendler.pdf | DNB | 325.11 kB | Adobe PDF | Öffnen/Anzeigen |
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