Title of article
Consistency of general bootstrap methods for degenerate -type and -type statistics
Author/Authors
Leucht، نويسنده , , Anne and Neumann، نويسنده , , Michael H.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2009
Pages
12
From page
1622
To page
1633
Abstract
We provide general results on the consistency of certain bootstrap methods applied to degree-2 degenerate statistics of U -type and V -type. While it follows from well known results that the original statistic converges in distribution to a weighted sum of centred chi-squared random variables, we use a coupling idea of Dehling and Mikosch to show that the bootstrap counterpart converges to the same distribution. The result is applied to a goodness-of-fit test based on the empirical characteristic function.
Keywords
Bootstrap , Consistency , V -statistics , U -statistics
Journal title
Journal of Multivariate Analysis
Serial Year
2009
Journal title
Journal of Multivariate Analysis
Record number
1565133
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