Asymptotic distributions of a new type of design-based incomplete U-statistics

Xiangshun Kong*, Xueqin Wang, Wei Zheng

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

摘要

The U-statistic has been an important part of the arsenal of statistical tools. Meanwhile, the computation of it could easily become expensive. As a remedy, the idea of incomplete U-statistics has been adopted in practice, where only a small fraction of combinations of units are evaluated. Recently, researchers proposed a new type of incomplete U-statistics called ICUDO, which needs substantially less time of computing than all existing methods. This paper aims to study the asymptotic distributions of ICUDO to facilitate the corresponding statistical inference. This is a non-trivial task due to the restricted randomization in the sampling scheme of ICUDO. The bootstrap approach for the finite sample distribution of ICUDO is also discussed. Lastly, we observe some intrinsic connections between U-statistics and computer experiments in the context of integration approximation. This allows us to generalize some existing theoretical results in the latter topic.

源语言英语
文章编号e543
期刊Stat
12
1
DOI
出版状态已出版 - 12月 2023

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