On inference validity of weighted U-statistics under data heterogeneity

DOI10.1214/18-EJS1462zbMATH Open1402.62023arXiv1804.00034OpenAlexW2964338663WikidataQ129308494 ScholiaQ129308494MaRDI QIDQ1786572FDOQ1786572

Authors: Fang Han, Tianchen Qian 

Publication date: 24 September 2018

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

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.

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

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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)

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Cited In (6)

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

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