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
Link To Document :
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