Subsampling based inference for U statistics under thick tails using self-normalization

DOI10.1016/J.SPL.2018.02.057MaRDI QIDQ1642255zbMATH OpenOpenAlexFDO

Authors Willa W. Chen, Rohit Deo

Publication date 20 June 2018

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2018.02.057

zbMATH Keywords

Gini indexself-normalization\(U\) statisticsdelete-\(d\) jackknife estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Sampling theory, sample surveys (62D05)

Recommendations

• Subsampling inference for the mean in the heavy-tailed case.
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Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• A general theory for jackknife variance estimation
• A self-normalized approach to confidence interval construction in time series
• A unified approach to self-normalized block sampling
• Approximation Theorems of Mathematical Statistics
• Bagging predictors
• Bootstrap of the mean in the infinite variance case
• Empirical likelihood methods for the Gini index
• Jackknife Empirical Likelihood
• Jackknife empirical likelihood confidence interval for the Gini index
• Jackknifing $U$-Statistics
• On weak approximations of U-statistics
• Reliable inference for the Gini index
• Self-Normalization for Time Series: A Review of Recent Developments
• Subsampling
• Testing That a Dependent Process Is Uncorrelated
• Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
• Weighted approximations for Studentized \(U\)-statistics

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