On inference validity of weighted U-statistics under data heterogeneity

DOI10.1214/18-EJS1462zbMATHOpenAlexWikidataMaRDI QIDQ1786572FDO

Authors Fang Han, Tianchen Qian

Publication date 24 September 2018

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.00034

zbMATH Keywords

bootstrapconsistencycentral limit theoremrank correlationweighted U-statisticsaverage-precision correlation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

Abstract: Motivated by challenges on studying a new correlation measurement being popularized in evaluating online ranking algorithms' performance, this manuscript explores the validity of uncertainty assessment for weighted U-statistics. Without any commonly adopted assumption, we verify Efron's bootstrap and a new resampling procedure's inference validity. Specifically, in its full generality, our theory allows both kernels and weights asymmetric and data points not identically distributed, which are all new issues that historically have not been addressed. For achieving strict generalization, for example, we have to carefully control the order of the "degenerate" term in U-statistics which are no longer degenerate under the empirical measure for non-i.i.d. data. Our result applies to the motivating task, giving the region at which solid statistical inference can be made.

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Cited in

(7)

• Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations
• Quasi \(U\)-statistics of infinite order and applications to the subgroup decomposition of some diversity measures
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• Limit theorems for a class of processes generalizing the U -empirical process
• Kendall's tau-based inference for gradually changing dependence structures
• Assessing the validity of weighted generalized estimating equations
• Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains

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