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arXiv · 1505.07260

Bootstrap for U-Statistics: A new approach

Olimjon Sh. Sharipov·Johannes Tewes·Martin Wendler
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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.

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Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler. 2015-05-27. Bootstrap for U-Statistics: A new approach. https://arxiv.org/abs/1505.07260

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