Work

Ratio‐consistency of some invariant U‐statistic‐based estimators with an application to high‐dimensional data ranking

Year: 2025

Type: article

Abstract: ABSTRACT Ratio‐consistency is a very desirable property of estimators, especially in high‐dimensional statistics. In this article, unbiased and rotation‐translation‐invariant estimators based on linear combinations of U‐statistics for some functions of the covariance matrix are derived using a general procedure. A useful result for showing the ratio‐consistency of such a kind of estimators utilizing the formula for the variance of U‐statistics is provided, and sufficient conditions for the ratio‐consistency of these proposed unbiased estimators are then deduced. As an application, a novel procedure using these invariant estimators to rank high‐dimensional data is proposed.

Source: Scandinavian Journal of Statistics

DOI: 10.1111/sjos.12781

Authors: Jia Guo, Bu Zhou

Institutions: Zhejiang University of Technology, Zhejiang Gongshang University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funders: Zhejiang Gongshang University, National Natural Science Foundation of China, Natural Science Foundation of Zhejiang Province, Fundamental Research Funds for the Provincial Universities of Zhejiang