Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/3803
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dc.contributor.authorJANSSEN, Paul-
dc.date.accessioned2007-11-29T13:45:11Z-
dc.date.available2007-11-29T13:45:11Z-
dc.date.issued1994-
dc.identifier.citationJOURNAL OF STATISTICAL PLANNING AND INFERENCE, 38(1). p. 31-41-
dc.identifier.issn0378-3758-
dc.identifier.urihttp://hdl.handle.net/1942/3803-
dc.description.abstractWe introduce a generalized bootstrap procedure for U-statistics. The idea is to reweight the terms of the original U-statistic by stochastic weights. Specific choices of the weights lead to well-known resampling schemes including Efron's bootstrap and Bayesian bootstrap. We establish the asymptotic consistency of the weighted bootstrap for U-statistics and studentized U-statistics. Our results extend the recent work by Mason and Newton (1992) on weighted bootstrapping of means.-
dc.language.isoen-
dc.publisherELSEVIER SCIENCE BV-
dc.subject.otherASYMPTOTIC BOOTSTRAP CONSISTENCY; U-STATISTICS AND STUDENTIZED U-STATISTICS; WEIGHTED BOOTSTRAPPING-
dc.titleWeighted bootstrapping of U-statistics-
dc.typeJournal Contribution-
dc.identifier.epage41-
dc.identifier.issue1-
dc.identifier.spage31-
dc.identifier.volume38-
local.format.pages11-
dc.description.notesLIMBURGS UNIV CENTRUM,DEPT STAT,B-3590 DIEPENBEEK,BELGIUM.-
local.type.refereedRefereed-
local.type.specifiedArticle-
dc.bibliographicCitation.oldjcatA1-
dc.identifier.isiA1994MR11000003-
item.fulltextNo Fulltext-
item.contributorJANSSEN, Paul-
item.fullcitationJANSSEN, Paul (1994) Weighted bootstrapping of U-statistics. In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 38(1). p. 31-41.-
item.accessRightsClosed Access-
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