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Related papers: Bootstrap for U-Statistics: A new approach

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We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups, a direct extension to the functional linear regression…

Statistics Theory · Mathematics 2022-08-16 Manuela Dorn , Melanie Birke , Carsten Jentsch

Constructing tests or confidence regions that control over the error rates in the long-run is probably one of the most important problem in statistics. Yet, the theoretical justification for most methods in statistics is asymptotic. The…

Methodology · Statistics 2019-01-23 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

The latent class model is a powerful unsupervised clustering algorithm for categorical data. Many statistics exist to test the fit of the latent class model. However, traditional methods to evaluate those fit statistics are not always…

Methodology · Statistics 2018-01-30 Geert H. van Kollenburg , Joris Mulder , Jeroen K. Vermunt

An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…

Methodology · Statistics 2019-04-10 Thomas Pitschel

We propose a bootstrap testing framework for a general class of hypothesis tests, which allows resampling under the null hypothesis as well as other forms of bootstrapping. We identify combinations of resampling schemes and bootstrap…

Statistics Theory · Mathematics 2025-12-12 Alexis Derumigny , Miltiadis Galanis , Wieger Schipper , Aad van der Vaart

In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…

Methodology · Statistics 2012-09-28 Art B. Owen , Dean Eckles

Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bootstrap-based methods for making confidence intervals: two…

A critical literature review and comprehensive simulation study is used to show that (a) non-parametric bootstrap is a viable alternative to commonly taught and used methods in basic estimation tasks (mean, variance, quartiles, correlation)…

Methodology · Statistics 2025-10-16 Urša Zrimšek , Erik Štrumbelj

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…

Probability · Mathematics 2024-08-27 Herold G. Dehling , Davide Giraudo , Sara K. Schmidt

Unlike in the traditional statistical modeling for which a user typically hand-specify a prior, Neural Processes (NPs) implicitly define a broad class of stochastic processes with neural networks. Given a data stream, NP learns a stochastic…

Machine Learning · Computer Science 2020-10-28 Juho Lee , Yoonho Lee , Jungtaek Kim , Eunho Yang , Sung Ju Hwang , Yee Whye Teh

The increasing availability of time --and space-- resolved data describing human activities and interactions gives insights into both static and dynamic properties of human behavior. In practice, nevertheless, real-world datasets can often…

Physics and Society · Physics 2013-11-27 Nicolas Tremblay , Alain Barrat , Cary Forest , Mark Nornberg , Jean-François Pinton , Pierre Borgnat

In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…

Methodology · Statistics 2016-11-29 Haeran Cho

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we…

Machine Learning · Computer Science 2012-07-03 Ariel Kleiner , Ameet Talwalkar , Purnamrita Sarkar , Michael Jordan

The consistency of a bootstrap or resampling scheme is classically validated by weak convergence of conditional laws. However, when working with stochastic processes in the space of bounded functions and their weak convergence in the…

Statistics Theory · Mathematics 2018-03-05 Axel Bücher , Ivan Kojadinovic

In this paper we consider the problem of bootstrapping a class of spatial regression models when the sampling sites are generated by a (possibly nonuniform) stochastic design and are irregularly spaced. It is shown that the natural…

Statistics Theory · Mathematics 2007-06-13 S. N. Lahiri , Jun Zhu

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

Methodology · Statistics 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively…

Methodology · Statistics 2012-06-29 Ariel Kleiner , Ameet Talwalkar , Purnamrita Sarkar , Michael I. Jordan

Temporal dependence and the resulting autocovariances in time series data can introduce bias into ANOVA test statistics, thereby affecting their size and power. This manuscript accounts for temporal dependence in ANOVA and develops a test…

Statistics Theory · Mathematics 2025-09-12 Yunyi Zhang

Analysis of stochastic models of networks is quite important in light of the huge influx of network data in social, information and bio sciences, but a proper statistical analysis of features of different stochastic models of networks is…

Methodology · Statistics 2015-11-18 Sharmodeep Bhattacharyya , Peter J. Bickel