Consistency of general bootstrap methods for degenerate U-type and V-type statistics

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Abstract

We 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 of centred chi-squared random variables, we use a coupling idea of Dehling and Mikosch to show that the bootstrap counterpart converges to the same distribution. The result is applied to a goodness-of-fit test based on the empirical characteristic function.

AMS 2000 subject classifications

primary
62G09
62F40
secondary
62G20
62F05

Keywords

Bootstrap
Consistency
U-statistics
V-statistics

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