IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v91y2004i2p177-198.html
   My bibliography  Save this article

Weighted bootstrap for U-statistics

Author

Listed:
  • Wang, Qiying
  • Jing, Bing-Yi

Abstract

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.

Suggested Citation

  • Wang, Qiying & Jing, Bing-Yi, 2004. "Weighted bootstrap for U-statistics," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 177-198, November.
    • Handle: RePEc:eee:jmvana:v:91:y:2004:i:2:p:177-198
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(04)00011-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dehling, H. & Mikosch, T., 1994. "Random Quadratic Forms and the Bootstrap for U-Statistics," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 392-413, November.
    2. Husková, Marie & Jansen, Paul, 1993. "Generalized bootstrat for studentized U-statistics: A rank statistic approach," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 225-233, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Csörgő, Miklós & Nasari, Masoud M., 2013. "Asymptotics of randomly weighted u- and v-statistics: Application to bootstrap," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 176-192.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Shuran Zhao & Xingzhong Xu & Xiaobo Ding, 2008. "The convergence rates of the weighted bootstrap distributions for von Mises and -statistics," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(7), pages 645-660.
    2. Meintanis, S.G. & Milošević, B. & Jiménez–Gamero, M.D., 2024. "Goodness–of–fit tests based on the min–characteristic function," Computational Statistics & Data Analysis, Elsevier, vol. 197(C).
    3. Jiménez-Gamero, M. Dolores & Kim, Hyoung-Moon, 2015. "Fast goodness-of-fit tests based on the characteristic function," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 172-191.
    4. Quessy, Jean-François, 2021. "A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    5. M. D. Jiménez-Gamero & A. Batsidis, 2017. "Minimum distance estimators for count data based on the probability generating function with applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 503-545, July.
    6. Dehling, Herold & Wendler, Martin, 2010. "Central limit theorem and the bootstrap for U-statistics of strongly mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 126-137, January.
    7. Dehling, Herold & Sharipov, Olimjon Sh. & Wendler, Martin, 2015. "Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 200-215.
    8. Bartels, Knut, 1998. "A model specification test," SFB 373 Discussion Papers 1998,109, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    9. Jiménez-Gamero, M.D. & Alba-Fernández, M.V., 2021. "A test for the geometric distribution based on linear regression of order statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 186(C), pages 103-123.
    10. Tarik Bahraoui & Jean‐François Quessy, 2022. "Tests of multivariate copula exchangeability based on Lévy measures," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1215-1243, September.
    11. Matsui, Muneya & Mikosch, Thomas & Roozegar, Rasool & Tafakori, Laleh, 2022. "Distance covariance for random fields," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 280-322.
    12. G. I. Rivas-Martínez & M. D. Jiménez-Gamero & J. L. Moreno-Rebollo, 2019. "A two-sample test for the error distribution in nonparametric regression based on the characteristic function," Statistical Papers, Springer, vol. 60(4), pages 1369-1395, August.
    13. Olimjon Sharipov & Martin Wendler, 2012. "Bootstrap for the sample mean and for -statistics of mixing and near-epoch dependent processes," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(2), pages 317-342.
    14. Anne Leucht & Michael Neumann, 2013. "Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(2), pages 349-386, April.
    15. Anne Leucht & Jens-Peter Kreiss & Michael H. Neumann, 2015. "A Model Specification Test For GARCH(1,1) Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(4), pages 1167-1193, December.
    16. Leucht, Anne & Neumann, Michael H., 2009. "Consistency of general bootstrap methods for degenerate U-type and V-type statistics," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1622-1633, September.
    17. Inass Soukarieh & Salim Bouzebda, 2022. "Exchangeably Weighted Bootstraps of General Markov U -Process," Mathematics, MDPI, vol. 10(20), pages 1-42, October.
    18. Tamara Fernández & Nicolás Rivera, 2021. "A reproducing kernel Hilbert space log‐rank test for the two‐sample problem," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1384-1432, December.
    19. Aerts, Marc & Janssen, Paul, 1995. "Weighted bootstrapping for U-quantiles," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 317-323, March.
    20. Leucht, Anne & Neumann, Michael H., 2013. "Dependent wild bootstrap for degenerate U- and V-statistics," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 257-280.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:91:y:2004:i:2:p:177-198. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.