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Workshop “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”
26 февраля 2015 г. 10:00–11:00, Москва, ВШЭ, Шаболовская 26, корпус 3, ауд. 3211
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[Bootstrap for degenerate U- and V-statistics]
M. Neumann |
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| Эта страница: | 113 |
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Аннотация:
Many important test statistics can be rewritten as or approximated by U- or V-statistics. Exmaples are the Cramer-von Mises statistic or numerous other statistics of $L_2$-type. The case of degenerate $V$-statistics is of particular interest since this corresponds to the above test statistics under usual null hypotheses.
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In a first part, I briefly review the asymptotic theory of U- and V-statistics of independent and weakly dependent random variables. Then I introduce two methods of bootstrapping degenerate $V$-statistics and sketch proofs of consistency.
Язык доклада: английский
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