Consistency of general bootstrap methods for degenerate U-type and V-type statistics

Anne Leucht and Michael H. Neumann

Journal of Multivariate Analysis, 2009, vol. 100, issue 8, 1622-1633

Abstract: We provide general results on the consistency of certain bootstrap methods applied to degree-2 degenerate statistics of U-type and V-type. While it follows from well known results that the original statistic converges in distribution to a weighted sum of centred chi-squared random variables, we use a coupling idea of Dehling and Mikosch to show that the bootstrap counterpart converges to the same distribution. The result is applied to a goodness-of-fit test based on the empirical characteristic function.

Keywords: Bootstrap; Consistency; U-statistics; V-statistics (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (12)

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