Weighted bootstrap for U-statistics
In this paper we investigate the weighted bootstrap for U-statistics and its properties. Under very general choices of random weights and certain regularity conditions, we show that the weighted bootstrap method with U-statistics provides second-order accurate approximations to the distribution of U-statistics. We shall prove this via one-term Edgeworth expansions of weighted U-statistics.
Year of publication: |
2004
|
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Authors: | Wang, Qiying ; Jing, Bing-Yi |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 91.2004, 2, p. 177-198
|
Publisher: |
Elsevier |
Subject: | Bootstrap Weighted U-statistic Edgeworth expansion |
Saved in:
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