Asymptotic distributions of a new type of design-based incomplete U-statistics
被引:0
|
作者:
Kong, Xiangshun
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Inst Technol, Dept Stat, Beijing 100081, Peoples R ChinaBeijing Inst Technol, Dept Stat, Beijing 100081, Peoples R China
Kong, Xiangshun
[1
]
Wang, Xueqin
论文数: 0引用数: 0
h-index: 0
机构:
Univ Sci & Technol China, Dept Stat, Hefei 230026, Anhui, Peoples R ChinaBeijing Inst Technol, Dept Stat, Beijing 100081, Peoples R China
Wang, Xueqin
[2
]
Zheng, Wei
论文数: 0引用数: 0
h-index: 0
机构:
Univ Tennessee, Dept Stat, Knoxville, TN 37996 USABeijing Inst Technol, Dept Stat, Beijing 100081, Peoples R China
Zheng, Wei
[3
]
机构:
[1] Beijing Inst Technol, Dept Stat, Beijing 100081, Peoples R China
[2] Univ Sci & Technol China, Dept Stat, Hefei 230026, Anhui, Peoples R China
[3] Univ Tennessee, Dept Stat, Knoxville, TN 37996 USA
来源:
STAT
|
2023年
/
12卷
/
01期
关键词:
central limit theorem;
experimental design;
high efficiency;
OA-based space-filling design;
CENTRAL-LIMIT-THEOREM;
CONVERGENCE;
BOOTSTRAP;
D O I:
10.1002/sta4.543
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
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.