New preprint: Bootstrap for U-Statistics: A new approach

A new preprint joint with Olimjon Sh. Sharipov and Johannes Tewes about „Bootstrap for U-Statistics: A new approach“ is online at arXiv.

Abstract: Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach of getting a bootstrap version of U-statistics, which can be described as a compromise between bootstrap and subsampling. We will show the consistency of the new method and compare its finite sample properties in a simulation study.