Bootstrap for U-Statistics: A new approach
Statistics Theory
2015-05-28 v1 Statistics Theory
Abstract
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach of getting a bootstrap version of U-statistics, which can be described as a compromise between bootstrap and subsampling. We will show the consistency of the new method and compare its finite sample properties in a simulation study.
Cite
@article{arxiv.1505.07260,
title = {Bootstrap for U-Statistics: A new approach},
author = {Olimjon Sh. Sharipov and Johannes Tewes and Martin Wendler},
journal= {arXiv preprint arXiv:1505.07260},
year = {2015}
}