Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146865 | Journal of Multivariate Analysis | 2009 | 12 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Anne Leucht, Michael H. Neumann,