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http://hdl.handle.net/1942/3803
Title: | Weighted bootstrapping of U-statistics | Authors: | JANSSEN, Paul | Issue Date: | 1994 | Publisher: | ELSEVIER SCIENCE BV | Source: | JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 38(1). p. 31-41 | Abstract: | We 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. | Notes: | LIMBURGS UNIV CENTRUM,DEPT STAT,B-3590 DIEPENBEEK,BELGIUM. | Keywords: | ASYMPTOTIC BOOTSTRAP CONSISTENCY; U-STATISTICS AND STUDENTIZED U-STATISTICS; WEIGHTED BOOTSTRAPPING | Document URI: | http://hdl.handle.net/1942/3803 | ISI #: | A1994MR11000003 | Type: | Journal Contribution |
Appears in Collections: | Research publications |
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