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

DOI10.1007/S00440-019-00936-YMaRDI QIDQ2174668zbMATHOpenAlexFDO

Authors Xiaohui Chen, Kengo Kato

Publication date 21 April 2020

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

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

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)

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.

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

Cites work

• scientific article; zbMATH DE number 3850298 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 1131457 (Why is no real title available?)
• scientific article; zbMATH DE number 1552476 (Why is no real title available?)
• scientific article; zbMATH DE number 952381 (Why is no real title available?)
• scientific article; zbMATH DE number 846847 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A large sample study of the Bayesian bootstrap
• A local maximal inequality under uniform entropy
• A rank statistics approach to the consistency of a general bootstrap
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Anti-concentration and honest, adaptive confidence bands
• Application of local rank tests to nonparametric regression
• Approximation Theorems of Mathematical Statistics
• Bayesian bootstraps for \(U\)-processes, hypothesis tests and convergence of Dirichlet \(U\)-processes
• Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using�Bounds
• Consistency of the generalized bootstrap for degenerate \(U\)-statistics
• Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
• Estimating Densities of Functions of Observations
• Functional limit theorems for U-processes
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Gaussian approximation of suprema of empirical processes
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• Generalized bootstrap for studentized U-statistics: A rank statistic approach
• Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
• Limit theorems for \(U\)-processes
• Local invariance principles and their application to density estimation
• Mathematical foundations of infinite-dimensional statistical models
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Moment inequalities for U-statistics
• Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
• On convergence rates of suprema
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• On the bootstrap of \(U\) and \(V\) statistics
• Random quadratic forms and the bootstrap for \(U\)-statistics
• Real Analysis and Probability
• Some asymptotic theory for the bootstrap
• Strong approximation for multivariate empirical and related processes, via KMT constructions
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
• Testing for Stochastic Monotonicity
• Testing monotonicity of regression.
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• U-processes: Rates of convergence
• Uniform in bandwidth consistency of kernel-type function estimators
• Uniform limit theorems for wavelet density estimators
• Weak convergence and empirical processes. With applications to statistics
• Weighted bootstrap for \(U\)-statistics
• Weighted bootstrapping of \(U\)-statistics
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters

Cited in

(15)

• 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
• A robust bootstrap change point test for high-dimensional location parameter
• Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
• Improved central limit theorem and bootstrap approximations in high dimensions
• Limit theorems for entropic optimal transport maps and Sinkhorn divergence
• Inference for High-Dimensional Exchangeable Arrays
• Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
• Central limit theorems for high dimensional dependent data
• Asymptotic properties of conditional U -statistics using delta sequences
• Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
• Randomized incomplete \(U\)-statistics in high dimensions
• Bootstrap Inference for Quantile-based Modal Regression
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• High-dimensional central limit theorems for homogeneous sums

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)