Weighted bootstrap for U-statistics

JOURNAL OF MULTIVARIATE ANALYSIS

卷:91

Article

Wang, QY ; Jing, BY

关键词: bootstrap;    weighted U-statistic;    edgeworth expansion;   

DOI  :  10.1016/j.jmva.2004.01.002

来源: Elsevier

【 摘 要 】

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. (C) 2004 Elsevier Inc. All rights reserved.

【 授权许可】

Free