A. Y. Lo, V. V. Sazonov, “Von Mises <nobr>$\omega^2$</nobr>-statistic and the bootstrap”, Teor. Veroyatnost. i Primenen., 1995, Volume 40, Issue 4,Pages <nobr>850

Von Mises $\omega^2$-statistic and the bootstrap

A. Y. Lo^a, V. V. Sazonov^b

^a The Hong Kong University of Science & Technology, Hong Kong
^b Steklov Mathematical Institute, Moscow, Russia

Abstract: The closeness of the distribution functions of the von Mises $\omega^2$-statistic for sampling from a continuous distribution and for sampling from a uniform discrete distribution is estimated. Its relation to the bootstrap is discussed.

Keywords: von Mises statistic, central limit theorem in Hilbert space, rate of convergence, bootstrap.

Received: 04.12.1994

Language: English