Препринт

Bootstrap for U-Statistics: A new approach

Olimjon Sh. SharipovInstitute of Mathematics , National University of Uzbekistan , Tashkent , UzbekistanJohannes TewesFakultÄt für Mathematik, Ruhr UniversitÄt Bochum, Bochum, GermanyMartin WendlerInstitut für Mathematik und Informatik, Ernst-Moritz-Arndt Universität Greifswald, Greifswald, Germany

arXiv (Cornell University)repository2015en

ABI

Аннотация

Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach of getting a bootstrap version of U-statistics, which can be described as a compromise between bootstrap and subsampling. We will show the consistency of the new method and compare its finite sample properties in a simulation study.

Темы

Statistical Methods and Inference Financial Risk and Volatility Modeling Advanced Statistical Methods and Models

Идентификаторы

DOI: 10.17877/de290r-5248

Цитирования и источники

Цитирований: 0Использованных источников: 16

Показатели — AkademScholar · Скоро