Subsampling based inference for \(U\) statistics under thick tails using self-normalization

DOI10.1016/j.spl.2018.02.057zbMath1463.62083OpenAlexW2801151407MaRDI QIDQ1642255

Rohit S. Deo, Willa W. Chen

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.057

zbMATH Keywords

Gini indexself-normalization\(U\) statisticsdelete-\(d\) jackknife estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sampling theory, sample surveys (62D05) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• Bagging predictors
• Jackknife empirical likelihood confidence interval for the Gini index
• A unified approach to self-normalized block sampling
• Reliable inference for the Gini index
• Bootstrap of the mean in the infinite variance case
• Subsampling
• A general theory for jackknife variance estimation
• On weak approximations of \(U\)-statistics
• Weighted approximations for Studentized \(U\)-statistics
• EMPIRICAL LIKELIHOOD METHODS FOR THE GINI INDEX
• Approximation Theorems of Mathematical Statistics
• Testing That a Dependent Process Is Uncorrelated
• A Self-Normalized Approach to Confidence Interval Construction in Time Series
• Jackknife Empirical Likelihood
• Self-Normalization for Time Series: A Review of Recent Developments
• Jackknifing $U$-Statistics
• Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
• A Class of Statistics with Asymptotically Normal Distribution

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