On the Bootstrap of $U$ and $V$ Statistics

Abstract

Bootstrap distributional limit theorems for $U$ and $V$ statistics are proved. They hold a.s., under weak moment conditions and without restrictions on the bootstrap sample size (as long as it tends to $\infty$), regardless of the degree of degeneracy of $U$ and $V$. A testing procedure based on these results is outlined.

Identifiers

DOI

10.1214/aos/1176348650

Citations and references