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Stationary Bootstrap for U-Statistics under Strong Mixing
- Authors
- Hwang, Eunju; Shin, Dong Wan
- Issue Date
- Jan-2015
- Publisher
- KOREAN STATISTICAL SOC
- Keywords
- Stationary bootstrap; U-statistic; strong mixing; strong consistency; weak consistency; Monte Carlo study
- Citation
- COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.22, no.1, pp.81 - 93
- Volume
- 22
- Number
- 1
- Start Page
- 81
- End Page
- 93
- ISSN
- 2287-7843
- Abstract
- Validity of the stationary bootstrap of Politis and Romano (1994) is proved for U-statistics under strong mixing. Weak and strong consistencies are established for the stationary bootstrap of U-statistics. The theory is applied to a symmetry test which is a U-statistic regarding a kernel density estimator. The theory enables the bootstrap confidence intervals of the means of the U-statistics. A Monte-Carlo experiment for bootstrap confidence intervals confirms the asymptotic theory.
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Related Researcher
- Hwang, Eun Ju
- Social Sciences (Department of Applied Statistics)