Abstract
Bootstrap distributional limit theorems for $U$ and $V$ statistics are proved. They hold a.s., under weak moment conditions and without restrictions on the bootstrap sample size (as long as it tends to $\infty$), regardless of the degree of degeneracy of $U$ and $V$. A testing procedure based on these results is outlined.
Citation
Miguel A. Arcones. Evarist Gine. "On the Bootstrap of $U$ and $V$ Statistics." Ann. Statist. 20 (2) 655 - 674, June, 1992. https://doi.org/10.1214/aos/1176348650
Information