Bootstrap for U-Statistics: A new approach

dc.contributor.authorSharipov, Olimjon Sh.
dc.contributor.authorTewes, Johannes
dc.contributor.authorWendler, Martin
dc.date.accessioned2015-06-01T12:03:46Z
dc.date.available2015-06-01T12:03:46Z
dc.date.issued2015
dc.description.abstractBootstrap 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.urihttp://hdl.handle.net/2003/34103
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-5248
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;15/2015en
dc.subjectMixing Processesen
dc.subjectSubsamplingen
dc.subjectBootstrapen
dc.subjectU-Statisticsen
dc.subject.ddc310
dc.subject.ddc330
dc.subject.ddc620
dc.titleBootstrap for U-Statistics: A new approachen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access

Files

Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
DP_1515_SFB823_Sharipov_Tewes_Wendler.pdf
Size:
325.11 KB
Format:
Adobe Portable Document Format
Description:
DNB
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
3.12 KB
Format:
Item-specific license agreed upon to submission
Description: