Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 803-829 |
| Seitenumfang | 27 |
| Fachzeitschrift | Bernoulli |
| Jahrgang | 28 |
| Ausgabenummer | 2 |
| Publikationsstatus | Veröffentlicht - Mai 2022 |
Abstract
On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings.
ASJC Scopus Sachgebiete
- Mathematik (insg.)
- Statistik und Wahrscheinlichkeit
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in: Bernoulli, Jahrgang 28, Nr. 2, 05.2022, S. 803-829.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
}
TY - JOUR
T1 - Empirical process of concomitants for partly categorial data and applications in statistics
AU - Gaigall, Daniel
AU - Gerstenberg, Julian Gero
AU - Trinh, Thi Thu Ha
PY - 2022/5
Y1 - 2022/5
N2 - On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings.
AB - On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings.
KW - Bootstrap
KW - Categorial variable
KW - Concomitant
KW - Empirical process
KW - Independence test
KW - Induced order statistic
KW - Local alternatives
KW - Triangular array
KW - Two-sample test
UR - http://www.scopus.com/inward/record.url?scp=85126376267&partnerID=8YFLogxK
U2 - 10.3150/21-BEJ1367
DO - 10.3150/21-BEJ1367
M3 - Article
VL - 28
SP - 803
EP - 829
JO - Bernoulli
JF - Bernoulli
SN - 1350-7265
IS - 2
ER -