Bootstrap for U-Statistics: A new approach
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Date
2015
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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.
Description
Table of contents
Keywords
Mixing Processes, Subsampling, Bootstrap, U-Statistics