查特吉等级相关性的简单引导法

IF 2.4 2区 数学 Q2 BIOLOGY
Biometrika Pub Date : 2024-08-26 DOI:10.1093/biomet/asae045
H Dette, M Kroll
{"title":"查特吉等级相关性的简单引导法","authors":"H Dette, M Kroll","doi":"10.1093/biomet/asae045","DOIUrl":null,"url":null,"abstract":"SUMMARY We prove that an m out of n bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be established. In particular, we prove that m out of n bootstrap works for continuous as well as for discrete data with independent coordinates; furthermore, simulations indicate that it also performs well for discrete data with dependent coordinates, and that it outperforms alternative estimation methods. Consistency of the bootstrap is proved in the Kolmogorov as well as in the Wasserstein distance.","PeriodicalId":9001,"journal":{"name":"Biometrika","volume":null,"pages":null},"PeriodicalIF":2.4000,"publicationDate":"2024-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Simple Bootstrap for Chatterjee's Rank Correlation\",\"authors\":\"H Dette, M Kroll\",\"doi\":\"10.1093/biomet/asae045\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"SUMMARY We prove that an m out of n bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be established. In particular, we prove that m out of n bootstrap works for continuous as well as for discrete data with independent coordinates; furthermore, simulations indicate that it also performs well for discrete data with dependent coordinates, and that it outperforms alternative estimation methods. Consistency of the bootstrap is proved in the Kolmogorov as well as in the Wasserstein distance.\",\"PeriodicalId\":9001,\"journal\":{\"name\":\"Biometrika\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.4000,\"publicationDate\":\"2024-08-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Biometrika\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1093/biomet/asae045\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"BIOLOGY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Biometrika","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1093/biomet/asae045","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BIOLOGY","Score":null,"Total":0}
引用次数: 0

摘要

摘要 我们证明,只要能确定查特吉秩相关性的渐近正态性,则查特吉秩相关性的 n 分之 m 引导程序是一致的。特别是,我们证明了 n 分之 m 引导法既适用于连续数据,也适用于具有独立坐标的离散数据;此外,模拟结果表明,它对具有从属坐标的离散数据也有良好的表现,并且优于其他估计方法。在科尔莫哥洛夫距离和瓦瑟斯坦距离中都证明了引导法的一致性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Simple Bootstrap for Chatterjee's Rank Correlation
SUMMARY We prove that an m out of n bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be established. In particular, we prove that m out of n bootstrap works for continuous as well as for discrete data with independent coordinates; furthermore, simulations indicate that it also performs well for discrete data with dependent coordinates, and that it outperforms alternative estimation methods. Consistency of the bootstrap is proved in the Kolmogorov as well as in the Wasserstein distance.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Biometrika
Biometrika 生物-生物学
CiteScore
5.50
自引率
3.70%
发文量
56
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.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信