Cramér’s type results for some bootstrapped U-statistics

Sergio Alvarez-Andrade () and Salim Bouzebda ()
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Sergio Alvarez-Andrade: Université de Technologie de Compiègne
Salim Bouzebda: Université de Technologie de Compiègne

Statistical Papers, 2020, vol. 61, issue 4, No 16, 1685-1699

Abstract: Abstract In the present paper, we are mainly interested in Cramér-type results for the weighted bootstrap of the U-statistics. The method of proof is based on the Hoeffding decomposition according to the bootstrapped Cramér transform together with the contraction technique. Finally, we investigate the U-statistics indexed by a one dimensional symmetric random walk.

Keywords: U-statistics; Wild Bootstrap; Large deviations; 60F10; 60G50; 62E20 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00362-018-0999-8

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