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.

引用

页码：1585 / 1603

页数：19

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