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Weighted bootstrap for U-statistics

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  • 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
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    References listed on IDEAS

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    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.
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    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.

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