WebThis paper is mainly concerned with asymptotic studies of weighted bootstrap for u- and v-statistics. We derive the consistency of the weighted bootstrap u- and v-statistics, … Web13 de jan. de 2024 · By. Courtney Taylor. Updated on January 13, 2024. Bootstrapping is a statistical technique that falls under the broader heading of resampling. This technique …
Adaptive Testing for Alphas in High-dimensional Factor Pricing …
Web1 de out. de 2013 · This paper is mainly concerned with asymptotic studies of weighted bootstrap for u- and v-statistics. We derive the consistency of the weighted bootstrap … WebWe provide general results on the consistency of certain bootstrap methods applied to degree-2 degenerate statistics of U-type and V-type. While it follows from well known results that the original statistic converges in distribution to a weighted sum ... how much is it to subscribe to netflix
Consistency of general bootstrap methods for degenerate U- and …
WebAbstract. In this paper we investigate the weighted bootstrap for U-statistics and its properties. Under very general choices of random weights and certain regularity conditions, we show that the weighted bootstrap method with U-statistics provides second-order accurate approximations to the distribution of U-statistics. We shall prove this via ... Webextend this idea to more general bootstrap schemes and to the case of degenerate U-and V-statistics with kernels which may depend on some parameter that has to be es-timated. We note that alternative ways of proving consistency for bootstrap statistics of degenerate U-type have been explored by Fan (1998) and Jim´enez-Gamero, Muno˜ z- WebFora high-dimensional Central Limit Theorem (CLT) and bootstrap theory for indepen-dentandidentically distributed (i.i.d)sequences, wereferreaders toChernozhukov, Chetverikov, and Kato ... The Annals of Statistics 41, 2994–3021. Chernozhukov, V., D. Chetverikov, and K. Kato (2024). Central limit theorems and boot-strap in high dimensions. how much is it to stream paramount