Laws of large numbers for bootstrappedU-statistics |
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Authors: | Krishna B. Athreya Malay Ghosh Leone Y. Low Pranab K. Sen |
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Affiliation: | Iowa State University, Ames, IA 50011, USA;University of Florida, Gainesville, FL 32611, USA;Wright State University, Dayton, OH 45435, USA;University of North Carolina, Chapel Hill, NC 27514, USA |
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Abstract: | For the bootstrapped mean, a strong law of large numbers is obtained under the assumption of finiteness of the rth moment, for some r>1, and a weak law of large numbers is obtained under the finiteness of the first moment. The results are then extended to bootstrapped U-statistics under parallel conditions. Stochastic convergence of the jackknifed estimator of the variance of a bootstrapped U-statistic is proved. The asymptotic normality of the bootstrapped pivot and the bias of the bootstrapped U-statistic are indicated. |
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Keywords: | 60F15 62G99 Asymptotic theory Bootstrap Laws of large numbers Means Reversed (sub-)martriangles von Mise's functionals |
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