Weighted bootstrap for U-statistics

Qiying Wang () and Bing-Yi Jing

Journal of Multivariate Analysis, 2004, vol. 91, issue 2, 177-198

Abstract: In this paper we investigate the weighted bootstrap for U-statistics and its properties. Under very general choices of random weights and certain regularity conditions, we show that the weighted bootstrap method with U-statistics provides second-order accurate approximations to the distribution of U-statistics. We shall prove this via one-term Edgeworth expansions of weighted U-statistics.

Keywords: Bootstrap; Weighted; U-statistic; Edgeworth; expansion (search for similar items in EconPapers)
Date: 2004
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