by A. Leucht
Preprint series: 10-05, Reports on Stochastics and Statistics
Abstract: We devise a general result on the consistency of model-based bootstrap methods for U- and V-statistics under easily verifiable conditions. For that purpose we derive the limit
distributions of degree-2 degenerate U- and V-statistics for weakly dependent $R^d$-valued random variables first. To this end, only some moment conditions and smoothness assumptions
concerning the kernel are required. Based on this result, we verify that the bootstrap counterparts of these statistics converge to the same limit distributions. Finally, some
applications to hypothesis testing are presented.
Keywords: Bootstrap, consistency, U-statistics, V -statistics, weak dependence
Update: 2011 -05 -03