Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications

@article{Chen2019JackknifeMB,
  title={Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications},
  author={Xiaohui Chen and Kengo Kato},
  journal={Probability Theory and Related Fields},
  year={2019}
}
  • Xiaohui Chen, Kengo Kato
  • Published 9 August 2017
  • Mathematics, Computer Science
  • Probability Theory and Related Fields
This paper is concerned with finite sample approximations to the supremum of a non-degenerate $U$-process of a general order indexed by a function class. We are primarily interested in situations where the function class as well as the underlying distribution change with the sample size, and the $U$-process itself is not weakly convergent as a process. Such situations arise in a variety of modern statistical problems. We first consider Gaussian approximations, namely, approximate the $U… 
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