Stationary Bootstrap for U-Statistics under Strong Mixing
作者: Eunju Hwang Dong Wan Shin
刊名: Communications for Statistical Applications and Methods, 2015, Vol.22 (1)
来源数据库: Communications for Statistical Applications and Methods
DOI: 10.5351/CSAM.2015.22.1.081
关键词: Stationary bootstrapU-statisticstrong mixingstrong consistencyweak consistencyMonte Carlo study.
原始语种摘要: Validity of the stationary bootstrap of Politis and Romano (1994) is proved for U-statistics under strong mixing. Weak and strong consistencies are established for the stationary bootstrap of U-statistics. The theory is applied to a symmetry test which is a U-statistic regarding a kernel density estimator. The theory enables the bootstrap confidence intervals of the means of the U-statistics. A Monte-Carlo experiment for bootstrap confidence intervals confirms the asymptotic theory.
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  • statistics 统计
  • bootstrap 靴绊
  • asymptotic 渐近的
  • confidence 信用
  • theory 理论
  • estimator 估计量
  • stationary 固定的
  • kernel 
  • symmetry 对称
  • density 密度