关于查特吉秩相关自举法的失败

IF 2.4 2区数学 Q2 BIOLOGY

Biometrika Pub Date : 2024-02-04 DOI:10.1093/biomet/asae004

Zhexiao Lin, Fang Han

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引用次数: 0

摘要

摘要虽然研究人员通常使用引导法来量化估计器的不确定性，但人们注意到标准引导法一般不适用于查特吉秩相关。在本文中，我们在额外的独立性假设下证明了这一问题，并用一般情况下的模拟证据补充了我们的理论。因此，查特吉秩相关属于渐近正态但自举不一致的统计类别。在这种情况下，有效的推论方法是 Chatterjee 最初提出的用于检验独立性的方法，以及 Lin & Han (2022) 用于更一般目的的解析渐近方差估计器。

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On the failure of the bootstrap for Chatterjee's rank correlation

Summary While researchers commonly use the bootstrap to quantify the uncertainty of an estimator, it has been noticed that the standard bootstrap, in general, does not work for Chatterjee's rank correlation. In this paper, we provide proof of this issue under an additional independence assumption, and complement our theory with simulation evidence for general settings. Chatterjee's rank correlation thus falls into a category of statistics that are asymptotically normal but bootstrap inconsistent. Valid inferential methods in this case are Chatterjee's original proposal for testing independence and Lin & Han (2022) 's analytic asymptotic variance estimator for more general purposes.

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来源期刊

Biometrika 生物-生物学

CiteScore

5.50

自引率

3.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or potential value in applications. From time to time, papers in bordering fields are also published.