Using the bootstrap to quantify the authority of an empirical ranking

DOI10.1214/09-AOS699MaRDI QIDQ1043718zbMATH OpenOpenAlexFDO

Authors Hugh Miller, Peter Hall

Publication date 9 December 2009

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0911.3749

zbMATH Keywords

confidence intervalorderinghigh dimension\(m\)-out-of-\(n\) bootstrapgenomic dataprediction intervalindependent-component bootstrapoverlap intervalsynchronous bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Abstract: The bootstrap is a popular and convenient method for quantifying the authority of an empirical ordering of attributes, for example of a ranking of the performance of institutions or of the influence of genes on a response variable. In the first of these examples, the number, $p$, of quantities being ordered is sometimes only moderate in size; in the second it can be very large, often much greater than sample size. However, we show that in both types of problem the conventional bootstrap can produce inconsistency. Moreover, the standard $n$-out-of-$n$ bootstrap estimator of the distribution of an empirical rank may not converge in the usual sense; the estimator may converge in distribution, but not in probability. Nevertheless, in many cases the bootstrap correctly identifies the support of the asymptotic distribution of ranks. In some contemporary problems, bootstrap prediction intervals for ranks are particularly long, and in this context, we also quantify the accuracy of bootstrap methods, showing that the standard bootstrap gets the order of magnitude of the interval right, but not the constant multiplier of interval length. The $m$-out-of-$n$ bootstrap can improve performance and produce statistical consistency, but it requires empirical choice of $m$; we suggest a tuning solution to this problem. We show that in genomic examples, where it might be expected that the standard, ``synchronous bootstrap will successfully accommodate nonindependence of vector components, that approach can produce misleading results. An ``independent component bootstrap can overcome these difficulties, even in cases where components are not strictly independent.

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Cites work

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Cited in

(15)

• Ranking-based variable selection for high-dimensional data
• Estimating the proportion of true null hypotheses under dependency: a marginal bootstrap approach
• A novel method for estimating the common signals for consensus across multiple ranked lists
• A new approach to rank several multivariate normal populations with application to life cycle assessment
• Simultaneous confidence intervals for ranks with application to ranking institutions
• Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• Modeling the variability of rankings
• A permutation approach for ranking of multivariate populations
• Bootstrap methods for the empirical study of decision-making and information flows in social systems
• Resampling methods for the nonparametric and generalized Behrens-Fisher problems
• Moderate-deviation-based inference for random degeneration in paired rank lists
• Using the bootstrap to quantify the authority of an empirical ranking
• A comment on: ``Invidious comparisons: ranking and selection as compound decisions by Jiaying Gu and Roger Koenker
• A data-driven approach to conditional screening of high-dimensional variables

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