Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Sharipov, Olimjon Sh. | - |
dc.contributor.author | Tewes, Johannes | - |
dc.contributor.author | Wendler, Martin | - |
dc.date.accessioned | 2015-06-01T12:03:46Z | - |
dc.date.available | 2015-06-01T12:03:46Z | - |
dc.date.issued | 2015 | - |
dc.identifier.uri | http://hdl.handle.net/2003/34103 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-5248 | - |
dc.description.abstract | 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. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;15/2015 | en |
dc.subject | Mixing Processes | en |
dc.subject | Subsampling | en |
dc.subject | Bootstrap | en |
dc.subject | U-Statistics | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Bootstrap for U-Statistics: A new approach | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
DP_1515_SFB823_Sharipov_Tewes_Wendler.pdf | DNB | 325.11 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright rightsstatements.org