Weighted bootstrap for U-statistics |
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| Authors: | Qiying Wang Bing-Yi Jing |
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| Affiliation: | a University of Sydney, Australia;b Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong |
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| Abstract: | In this paper we investigate the weighted bootstrap for U-statistics and its properties. Under very general choices of random weights and certain regularity conditions, we show that the weighted bootstrap method with U-statistics provides second-order accurate approximations to the distribution of U-statistics. We shall prove this via one-term Edgeworth expansions of weighted U-statistics. |
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| Keywords: | Bootstrap Weighted U-statistic Edgeworth expansion |
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