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Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics

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  • Anne Leucht
  • Michael Neumann

Abstract

We derive the asymptotic distributions of degenerate $$U$$ - and $$V$$ -statistics of stationary and ergodic random variables. Statistics of these types naturally appear as approximations of test statistics. Since the limit variables are of complicated structure, typically depending on unknown parameters, quantiles can hardly be obtained directly. Therefore, we prove a general result on the consistency of model-based bootstrap methods for $$U$$ - and $$V$$ -statistics under easily verifiable conditions. Three applications to hypothesis testing are presented. Finally, the finite sample behavior of the bootstrap-based tests is illustrated by a simulation study. Copyright The Institute of Statistical Mathematics, Tokyo 2013

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  • 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.
    • Handle: RePEc:spr:aistmt:v:65:y:2013:i:2:p:349-386
    DOI: 10.1007/s10463-012-0374-9
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    2. Simos Meintanis & Dimitris Karlis, 2014. "Validation tests for the innovation distribution in INAR time series models," Computational Statistics, Springer, vol. 29(5), pages 1221-1241, October.
    3. Salim Bouzebda & Amel Nezzal & Tarek Zari, 2022. "Uniform Consistency for Functional Conditional U -Statistics Using Delta-Sequences," Mathematics, MDPI, vol. 11(1), pages 1-39, December.
    4. Sultana Didi & Salim Bouzebda, 2022. "Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes," Mathematics, MDPI, vol. 10(22), pages 1-37, November.
    5. Sankar, Subhra & Bergsma, Wicher & Dassios, Angelos, 2017. "Testing independence of covariates and errors in nonparametric regression," LSE Research Online Documents on Economics 83780, London School of Economics and Political Science, LSE Library.
    6. Salim Bouzebda & Thouria El-hadjali & Anouar Abdeldjaoued Ferfache, 2023. "Uniform in Bandwidth Consistency of Conditional U-statistics Adaptive to Intrinsic Dimension in Presence of Censored Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1548-1606, August.
    7. Salim Bouzebda & Inass Soukarieh, 2022. "Non-Parametric Conditional U -Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design," Mathematics, MDPI, vol. 11(1), pages 1-69, December.
    8. Zhou, Niwen & Guo, Xu & Zhu, Lixing, 2024. "Significance test for semiparametric conditional average treatment effects and other structural functions," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    9. 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.
    10. Zacharias Psaradakis & Marian Vavra, 2017. "Normality Tests for Dependent Data," Working and Discussion Papers WP 12/2017, Research Department, National Bank of Slovakia.
    11. Elena Hadjicosta & Donald Richards, 2020. "Integral transform methods in goodness-of-fit testing, I: the gamma distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(7), pages 733-777, October.
    12. Salim Bouzebda & Mohamed Chaouch & Sultana Didi Biha, 2022. "Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 737-771, August.
    13. Salim Bouzebda & Boutheina Nemouchi, 2023. "Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 33-88, April.
    14. Inass Soukarieh & Salim Bouzebda, 2022. "Exchangeably Weighted Bootstraps of General Markov U -Process," Mathematics, MDPI, vol. 10(20), pages 1-42, October.

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