Weighted bootstrapping for \(U\)-quantiles

DOI10.1016/0167-7152(94)00083-KzbMath0813.62038OpenAlexW1965409179MaRDI QIDQ1347200

Marc Aerts, Paul Janssen

Publication date: 6 June 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00083-k

zbMATH Keywords

weighted bootstrapconditional distributionstrongly consistent estimatorrank statisticbootstrap consistencyU- statistics with estimated parametersU-quantiles

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items

Distributed testing on mutual independence of massive multivariate data, The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics, Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• A rank statistics approach to the consistency of a general bootstrap
• Generalized bootstrap for studentized U-statistics: A rank statistic approach
• Exchangeably weighted bootstraps of the general empirical process
• Consistency of the generalized bootstrap for degenerate \(U\)-statistics
• Bootstrapping multivariate \(U\)-quantiles and related statistics
• The weighted bootstrap
• Bootstrapping u - statistics with estimated parameters
• Some Extensions of the Wald-Wolfowitz-Noether Theorem