Exchangeably Weighted Bootstraps of Martingale Difference Arrays under the Uniformly Integrable Entropy
Published in Journal of Stochastic Analysis, 2020
S. Alvarez-Andrade and S. Bouzebda
In the present paper, we are mainly interested in Cramér-type results for the weighted bootstrap of the \(U\)-statistics. The method of proof is based on the Hoeffding decomposition according to the bootstrapped Cramér transform together with the contraction technique. Finally, we investigate theU-statistics indexed by a one dimensional symmetric random walk.
Download paper here. Cramér’s type results for some bootstrapped U-statistics. Statist. Papers 61 (2020), no. 4. Abstract