• 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