Bootstrapping u - statistics with estimated parameters

DOI10.1080/03610929208830866zbMath0775.62108OpenAlexW2261755991MaRDI QIDQ3135665

Paul Janssen, Noël Veraverbeke

Publication date: 7 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830866

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items

\(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters, Weighted bootstrapping for \(U\)-quantiles, Bootstrapping modified goodness-of-fit statistics with estimated parameters

Cites Work

• Some asymptotic theory for the bootstrap
• On the asymptotic normality of statistics with estimated parameters
• Asymptotic normality of U-statistics based on trimmed samples
• Testing the Hypothesis That Two Populations Differ Only in Location
• On Certain Two-sample Nonparametric Tests for Variances
• Approximation Theorems of Mathematical Statistics
• A New Proof of the Bahadur Representation of Quantiles and an Application