| Autor: |
Sharipov, Olimjon Sh., Tewes, Johannes, Wendler, Martin |
| Rok vydání: |
2015 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
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. |
| Databáze: |
arXiv |
| Externí odkaz: |
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