Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler
Published 2015-05-27Version 1
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.
On the finite Sample Properties of Regularized M-estimators
A Survey of Concentration Inequalities for U-Statistics
Rate of convergence of predictive distributions for dependent data
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