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

Jia Guo and Bu Zhou

Scandinavian Journal of Statistics, 2025, vol. 52, issue 2, 1092-1110

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.

Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/sjos.12781

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:52:y:2025:i:2:p:1092-1110

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().