BOOTSTRAPPING U-STATISTICS WITH ESTIMATED PARAMETERS

被引：3
|
作者：
JANSSEN, P [1 ]
VERAVERBEKE, N [1 ]
机构：
[1] LIMBURGS UNIV CENTRUM,B-3590 DIEPENBEEK,BELGIUM
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1992年 / 21卷 / 06期
关键词：
BOOTSTRAP; CONSISTENCY; ESTIMATED PARAMETERS; LOCATION ALIGNMENT; QUANTILES; TRIMMING; U-STATISTICS;
D O I：
10.1080/03610929208830866
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We prove consistency of the bootstrap estimator for the distribution function of a U-statistic whose kernel contains an estimated parameter. The result easily applies to large classes of statistics studied previously in testing and estimation situations: U-statistics based on trimmed samples or on location aligned samples.
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页码：1585 / 1603
页数：19
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