کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146865 957534 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Consistency of general bootstrap methods for degenerate UU-type and VV-type statistics
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Consistency of general bootstrap methods for degenerate UU-type and VV-type statistics
چکیده انگلیسی

We provide general results on the consistency of certain bootstrap methods applied to degree-2 degenerate statistics of UU-type and VV-type. While it follows from well known results that the original statistic converges in distribution to a weighted sum of centred chi-squared random variables, we use a coupling idea of Dehling and Mikosch to show that the bootstrap counterpart converges to the same distribution. The result is applied to a goodness-of-fit test based on the empirical characteristic function.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 100, Issue 8, September 2009, Pages 1622–1633
نویسندگان
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