Cramér's type results for some bootstrapped \(U\)-statistics
From MaRDI portal
Publication:2208388
DOI10.1007/s00362-018-0999-8zbMath1452.62302OpenAlexW2796519517MaRDI QIDQ2208388
Sergio Alvarez-Andrade, Salim Bouzebda
Publication date: 2 November 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-018-0999-8
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09) Large deviations (60F10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications
- Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet
- Stable limit theorem for \(U\)-statistic processes indexed by a random walk
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Strong approximations in a charged-polymer model
- Cramér type moderate deviation theorems for self-normalized processes
- General bootstrap for dual \(\phi\)-divergence estimates
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- Large deviations of bootstrapped \(U\)-statistics
- On normal approximations to \(U\)-statistics
- Bootstrap of deviation probabilities with applications
- Random weighted bootstrap method for recurrent events with informative censoring
- Exact convergence rate in the limit theorems of Erdős-Rényi and Shepp
- Some asymptotic theory for the bootstrap
- On the asymptotic accuracy of Efron's bootstrap
- Bootstrap methods: another look at the jackknife
- Exchangeably weighted bootstraps of the general empirical process
- Consistency of the generalized bootstrap for degenerate \(U\)-statistics
- The weighted bootstrap
- A study of a class of weighted bootstrap for censored data
- A large deviation theorem for \(U\)-processes
- Rates of convergence for U-statistic processes and their bootstrapped versions
- Cramér type large deviations for Studentized U-statistics
- Large deviations of U-statistics. I
- Large deviations of U-statistics. II
- The jackknife and bootstrap
- A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics
- On the strong approximation of bootstrapped empirical copula processes with applications
- A large deviation principle for bootstrapped sample means
- Consistency of the Subsample Bootstrap empirical process
- Self-Normalized Processes
- Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency
- Limit theorems for U-statistics indexed by a one dimensional random walk
- Cramér type moderate deviations for Studentized U-statistics
- A Class of Statistics with Asymptotically Normal Distribution
- U-statistics of a bootstrap sample
- The strong approximation for the Kesten-Spitzer random walk
- The impact of the bootstrap on statistical algorithms and theory
This page was built for publication: Cramér's type results for some bootstrapped \(U\)-statistics