Article ID Journal Published Year Pages File Type
1146865 Journal of Multivariate Analysis 2009 12 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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