Raking-ratio empirical process with auxiliary information learning

DOI10.1051/PS/2020017MaRDI QIDQ5135953zbMATH OpenOpenAlexFDO

Authors Mickael Albertus

Publication date 24 November 2020

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1901.08519

zbMATH Keywords

auxiliary informationempirical processeslearningnonparametric statisticsraking ratio processuniform central limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Abstract: The raking-ratio method is a statistical and computational method which adjusts the empirical measure to match the true probability of sets of a finite partition. We study the asymptotic behavior of the raking-ratio empirical process indexed by a class of functions when the auxiliary information is given by estimates. We suppose that these estimates result from the learning of the probability of sets of partitions from another sample larger than the sample of the statistician, as in the case of two-stage sampling surveys. Under some metric entropy hypothesis and conditions on the size of the information source sample, we establish the strong approximation of this process and show in this case that the weak convergence is the same as the classical raking-ratio empirical process. We also give possible statistical applications of these results like the strengthening of the $Z$-test and the chi-square goodness of fit test.

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Cited in

(2)

• Auxiliary information: the raking-ratio empirical process
• Asymptotic \(Z\) and chi-squared tests with auxiliary information

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