Weighted bootstrap for U-statistics

被引：10
|
作者：
Wang, QY
Jing, BY
机构：
[1] Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Hong Kong, Peoples R China
[2] Univ Sydney, Sydney, NSW 2006, Australia
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2004年 / 91卷 / 02期
关键词：
bootstrap; weighted U-statistic; edgeworth expansion;
D O I：
10.1016/j.jmva.2004.01.002
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：
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.
引用
收藏
页码：177 / 198
页数：22
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