Empirical process of concomitants for partly categorial data and applications in statistics
- 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.
| Author: | Daniel Gaigall, Julian Gerstenberg, Thi Thu Ha Trinh |
|---|---|
| DOI: | https://doi.org/10.3150/21-BEJ1367 |
| ISSN: | 1573-9759 |
| Parent Title (English): | Bernoulli |
| Publisher: | International Statistical Institute |
| Place of publication: | Den Haag, NL |
| Document Type: | Article |
| Language: | English |
| Year of Completion: | 2022 |
| Date of first Publication: | 2022/03/03 |
| Date of the Publication (Server): | 2023/01/16 |
| Tag: | Categorial variable; Concomitant; Empirical process; Independence test; bootstrap |
| Volume: | 28 |
| Issue: | 2 |
| First Page: | 803 |
| Last Page: | 829 |
| Link: | https://doi.org/10.3150/21-BEJ1367 |
| Zugriffsart: | bezahl |
| Institutes: | FH Aachen / Fachbereich Medizintechnik und Technomathematik |
| collections: | Verlag / International Statistical Institute |
