ON THE BOOTSTRAP OF U-STATISTICS AND V-STATISTICS

被引:126
作者
ARCONES, MA
GINE, E
机构
[1] UNIV CONNECTICUT,DEPT MATH,STORRS,CT 06269
[2] CUNY,NEW YORK,NY 10021
关键词
BOOTSTRAP; U-STATISTICS; VONMISES FUNCTIONALS;
D O I
10.1214/aos/1176348650
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 infinity), regardless of the degree of degeneracy of U and V. A testing procedure based on these results is outlined.
引用
收藏
页码:655 / 674
页数:20
相关论文
共 17 条
[1]   LAWS OF LARGE NUMBERS FOR BOOTSTRAPPED U-STATISTICS [J].
ATHREYA, KB ;
GHOSH, M ;
LOW, LY ;
SEN, PK .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1984, 9 (02) :185-194
[2]  
BABU GJ, 1984, SANKHYA A, V46, P86
[3]   LIMITING BEHAVIOR OF POSTERIOR DISTRIBUTIONS WHEN MODEL IS INCORRECT [J].
BERK, RH .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (01) :51-&
[4]   SOME ASYMPTOTIC THEORY FOR THE BOOTSTRAP [J].
BICKEL, PJ ;
FREEDMAN, DA .
ANNALS OF STATISTICS, 1981, 9 (06) :1196-1217
[5]  
BRETAGNOLLE J, 1983, ANN I H POINCARE B, V3, P281
[6]  
DUDLEY RM, 1990, PROBABILITY BANACH S, V7
[7]   SYMMETRIC STATISTICS, POISSON POINT-PROCESSES, AND MULTIPLE WIENER INTEGRALS [J].
DYNKIN, EB ;
MANDELBAUM, A .
ANNALS OF STATISTICS, 1983, 11 (03) :739-745
[8]  
Filippova A.A, 1962, THEOR PROBAB APPL+, V7, P24
[9]  
GINE E, 1990, UNPUB MARCINKIEWICZ
[10]   A NON-PARAMETRIC TEST OF INDEPENDENCE [J].
HOEFFDING, W .
ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (04) :546-557