Robust estimation of U-statistics

DOI10.1016/J.SPA.2016.04.021zbMATH Open1386.60074arXiv1504.04580OpenAlexW2964027658MaRDI QIDQ335650FDOQ335650

Authors: Emilien Joly, Gábor Lugosi 

Publication date: 2 November 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: An important part of the legacy of Evarist Gin'e is his fundamental contributions to our understanding of $U$-statistics and $U$-processes. In this paper we discuss the estimation of the mean of multivariate functions in case of possibly heavy-tailed distributions. In such situations, reliable estimates of the mean cannot be obtained by usual $U$-statistics. We introduce a new estimator, based on the so-called median-of-means technique. We develop performance bounds for this new estimator that generalizes an estimate of Arcones and Gin'e (1993), showing that the new estimator performs, under minimal moment conditions, as well as classical $U$-statistics for bounded random variables. We discuss an application of this estimator to clustering.

Full work available at URL: https://arxiv.org/abs/1504.04580

Recommendations

• Robust modifications of U-statistics and applications to covariance estimation problems
• Robustness of Estimation in the Uniform Distribution Under Dependencies in a Sample
• Robust asymptotic statistics
• Robust estimators and probability integral transformations
• Robustness and the robust estimate
• New statistical robust estimators, open problems
• Robust estimation for nonrandomly distributed data
• scientific article; zbMATH DE number 882698

zbMATH Keywords

\(U\)-statisticsrobust estimationmedian-of-means estimator

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• Probability Inequalities for Sums of Bounded Random Variables
• A Class of Statistics with Asymptotically Normal Distribution
• A statistical view of clustering performance through the theory of \(U\)-processes
• Geometric median and robust estimation in Banach spaces
• Challenging the empirical mean and empirical variance: a deviation study
• Bandits With Heavy Tail
• The space complexity of approximating the frequency moments
• Smooth discrimination analysis
• Ranking and empirical minimization of \(U\)-statistics
• Quadratic semiparametric von Mises calculus
• Statistical inference on graphs
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• Decoupling and Khintchine's inequalities for \(U\)-statistics
• Title not available (Why is that?)
• Limit theorems for \(U\)-processes

Cited In (29)

• Robust modifications of U-statistics and applications to covariance estimation problems
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• Higher order concentration of measure
• Robust w-Estimators for Cryo-EM Class Means
• Asymptotic properties of conditional U -statistics using delta sequences
• Random geometric graph: some recent developments and perspectives
• Solvable integration problems and optimal sample size selection
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
• Robust estimation with unknown noise statistics
• Computing Robust Statistics via an EM Algorithm
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• Shrinkage estimation of higher-order Bochner integrals
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
• Empirical variance minimization with applications in variance reduction and optimal control
• Foundations of statistical inference based on numerical roots of robust pivot functions
• The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Fast surrogates of U-statistics
• Robust estimators and probability integral transformations
• Title not available (Why is that?)
• Robust estimation algorithm based on prior probability statistics
• The mathematical work of Evarist Giné
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
• The mathematical work of Evarist Giné
• Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
• Title not available (Why is that?)
• Limit theorems for a class of processes generalizing the U -empirical process

This page was built for publication: Robust estimation of \(U\)-statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q335650)