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...

We devise a new method of estimating a distribution in a deconvolution model with panel data and an unknown distribution of the additive errors. We prove strong consistency under a minimal condition concerning the zero sets of the involved characteristic functions.

Degenerate U- and V-statistics play an important role in the field of hypothesis testing since numerous test statistics can be formulated in terms of these quantities. Therefore, consistent bootstrap methods for U- and V-statistics can be applied in order to determine critical values for these...

We consider anr-dimensional multivariate time series {yt, t[set membership, variant]Z} which is generated by an infinite order vector autoregressive process. We show that a bootstrap procedure which works by generating time series replicates via an estimated finitek-order vector...