Bootstrap for U-Statistics: A new approach

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.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.identifier.uri	http://hdl.handle.net/2003/34103
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5248
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

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