The convergence rates of the weighted bootstrap distributions for von Mises and U-statistics

It has been proved that the weighted bootstrap method for von Mises and U-statistics provides a feasible approximation to their sample distributions. In the paper, based on a variation of the Berry-Esseen theorem for U-statistics, we further develop such first-order convergence rate under weak condi...

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Bibliographic Details
Published in:Journal of nonparametric statistics 2008-10, Vol.20 (7), p.645-660
Main Authors: Zhao, Shuran, Xu, Xingzhong, Ding, Xiaobo
Format: Article
Language:English
Subjects:
convergence rate
Dirichlet distribution
U-statistics
von Mises statistics
weighted bootstrap
Citations: Items that this one cites
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Summary:It has been proved that the weighted bootstrap method for von Mises and U-statistics provides a feasible approximation to their sample distributions. In the paper, based on a variation of the Berry-Esseen theorem for U-statistics, we further develop such first-order convergence rate under weak conditions. Moreover, in view of maximum entropy, we provide a principle to choose the weights.
ISSN:1048-5252
1029-0311
DOI:10.1080/10485250802280259