Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications

DOI10.1007/S00440-019-00936-YzbMATH Open1439.62067arXiv1708.02705OpenAlexW2964914639MaRDI QIDQ2174668FDOQ2174668

Authors: Xiaohui Chen, Kengo Kato 

Publication date: 21 April 2020

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: This paper is concerned with finite sample approximations to the supremum of a non-degenerate $U$-process of a general order indexed by a function class. We are primarily interested in situations where the function class as well as the underlying distribution change with the sample size, and the $U$-process itself is not weakly convergent as a process. Such situations arise in a variety of modern statistical problems. We first consider Gaussian approximations, namely, approximate the $U$-process supremum by the supremum of a Gaussian process, and derive coupling and Kolmogorov distance bounds. Such Gaussian approximations are, however, not often directly applicable in statistical problems since the covariance function of the approximating Gaussian process is unknown. This motivates us to study bootstrap-type approximations to the $U$-process supremum. We propose a novel jackknife multiplier bootstrap (JMB) tailored to the $U$-process, and derive coupling and Kolmogorov distance bounds for the proposed JMB method. All these results are non-asymptotic, and established under fairly general conditions on function classes and underlying distributions. Key technical tools in the proofs are new local maximal inequalities for $U$-processes, which may be useful in other problems. We also discuss applications of the general approximation results to testing for qualitative features of nonparametric functions based on generalized local $U$-processes.

Full work available at URL: https://arxiv.org/abs/1708.02705

Recommendations

• Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
• Bootstrap approximation for generalized \(U\)-processes
• scientific article; zbMATH DE number 4026577
• Gaussian approximation of suprema of empirical processes
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications

zbMATH Keywords

Gaussian approximationcoupling\(U\)-processjackknife multiplier bootstraplocal maximal inequality

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Approximation Theorems of Mathematical Statistics
• A rank statistics approach to the consistency of a general bootstrap
• Title not available (Why is that?)
• On the bootstrap of \(U\) and \(V\) statistics
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• Uniform in bandwidth consistency of kernel-type function estimators
• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Real Analysis and Probability
• U-processes: Rates of convergence
• A Class of Statistics with Asymptotically Normal Distribution
• A local maximal inequality under uniform entropy
• Some asymptotic theory for the bootstrap
• Testing monotonicity of regression.
• Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
• Gaussian approximation of suprema of empirical processes
• Anti-concentration and honest, adaptive confidence bands
• On convergence rates of suprema
• Uniform limit theorems for wavelet density estimators
• Weighted bootstrapping of \(U\)-statistics
• Title not available (Why is that?)
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using�Bounds
• Functional limit theorems for U-processes
• Strong approximation for multivariate empirical and related processes, via KMT constructions
• Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
• Local invariance principles and their application to density estimation
• Title not available (Why is that?)
• Limit theorems for \(U\)-processes
• Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
• Moment inequalities for U-statistics
• Consistency of the generalized bootstrap for degenerate \(U\)-statistics
• Title not available (Why is that?)
• Random quadratic forms and the bootstrap for \(U\)-statistics
• Title not available (Why is that?)
• Testing for Stochastic Monotonicity
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• Estimating Densities of Functions of Observations
• A large sample study of the Bayesian bootstrap
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
• Application of local rank tests to nonparametric regression
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Generalized bootstrap for studentized U-statistics: A rank statistic approach
• Weighted bootstrap for \(U\)-statistics
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
• Bayesian bootstraps for \(U\)-processes, hypothesis tests and convergence of Dirichlet \(U\)-processes

Cited In (14)

• A robust bootstrap change point test for high-dimensional location parameter
• Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
• Asymptotic properties of conditional U -statistics using delta sequences
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
• Central limit theorems for high dimensional dependent data
• Bootstrap Inference for Quantile-based Modal Regression
• Limit theorems for entropic optimal transport maps and Sinkhorn divergence
• Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
• Randomized incomplete \(U\)-statistics in high dimensions
• High-dimensional central limit theorems for homogeneous sums
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• Improved central limit theorem and bootstrap approximations in high dimensions
• Inference for High-Dimensional Exchangeable Arrays

This page was built for publication: Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174668)