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Article: Statistical inference for induced L-statistics: a random perturbation approach
Title | Statistical inference for induced L-statistics: a random perturbation approach |
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Authors | |
Keywords | Order Statistics Random Perturbation L-Statistics |
Issue Date | 2009 |
Publisher | Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/10485252.asp |
Citation | Journal of Nonparametric Statistics, 2009, v. 21, p. 863-876 How to Cite? |
Abstract | Suppose that X and Y are two numerical characteristics defined for each individual in a population. In a random sample of (X,Y) with sample size n, denote the rth ordered X variate by Xr:n and the associated Y variate, the induced rth order statistics, by Y[r:n], respectively. Induced order statistics arise naturally in the context of selection where individuals ought to be selected by their ranks in a related X value due to difficulty or h∑gh costs of obtaining Y at the time of selection. The induced L-statistics, which take the form of, are very useful in regression analysis, especially when the observations are subject to a type-II censoring scheme with respect to the dependent variable, or when the regression function at a given quantile of the predictor variable is of interest. The limiting variance of the induced L-statistics involve the underlying regression function and inferences based on nonparametric estimation are often unstable. In this paper, we consider the distributional approximation of the induced L-statistics by the random perturbation method. Large sample properties of the randomly perturbed induced L-statistics are established. Numerical studies are also conducted to illustrate the method and to assess its finite-sample performance. © 2009 Taylor & Francis. |
Persistent Identifier | http://hdl.handle.net/10722/221688 |
ISSN | 2015 Impact Factor: 0.446 2015 SCImago Journal Rankings: 0.980 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Xu, J | - |
dc.contributor.author | Zhao, L | - |
dc.contributor.author | Leng, C | - |
dc.date.accessioned | 2015-12-04T15:29:07Z | - |
dc.date.available | 2015-12-04T15:29:07Z | - |
dc.date.issued | 2009 | - |
dc.identifier.citation | Journal of Nonparametric Statistics, 2009, v. 21, p. 863-876 | - |
dc.identifier.issn | 1048-5252 | - |
dc.identifier.uri | http://hdl.handle.net/10722/221688 | - |
dc.description.abstract | Suppose that X and Y are two numerical characteristics defined for each individual in a population. In a random sample of (X,Y) with sample size n, denote the rth ordered X variate by Xr:n and the associated Y variate, the induced rth order statistics, by Y[r:n], respectively. Induced order statistics arise naturally in the context of selection where individuals ought to be selected by their ranks in a related X value due to difficulty or h∑gh costs of obtaining Y at the time of selection. The induced L-statistics, which take the form of, are very useful in regression analysis, especially when the observations are subject to a type-II censoring scheme with respect to the dependent variable, or when the regression function at a given quantile of the predictor variable is of interest. The limiting variance of the induced L-statistics involve the underlying regression function and inferences based on nonparametric estimation are often unstable. In this paper, we consider the distributional approximation of the induced L-statistics by the random perturbation method. Large sample properties of the randomly perturbed induced L-statistics are established. Numerical studies are also conducted to illustrate the method and to assess its finite-sample performance. © 2009 Taylor & Francis. | - |
dc.language | eng | - |
dc.publisher | Taylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/10485252.asp | - |
dc.relation.ispartof | Journal of Nonparametric Statistics | - |
dc.subject | Order Statistics | - |
dc.subject | Random Perturbation | - |
dc.subject | L-Statistics | - |
dc.title | Statistical inference for induced L-statistics: a random perturbation approach | - |
dc.type | Article | - |
dc.identifier.email | Xu, J: xujf@hku.hk | - |
dc.identifier.authority | Xu, J=rp02086 | - |
dc.identifier.doi | 10.1080/10485250902980584 | - |
dc.identifier.scopus | eid_2-s2.0-70449382225 | - |
dc.identifier.volume | 21 | - |
dc.identifier.spage | 863 | - |
dc.identifier.epage | 876 | - |
dc.identifier.isi | WOS:000271475100009 | - |