Theoretical Statistics and Mathematics Unit, ISI Delhi

September 9, 2016 (Friday) ,
3:30 PM at Webinar

Speaker:
Mansi Birla,
ISI Delhi

Title:
On estimating limiting variance of functions of stationary associated random variables with applications to U-statistics.

Abstract of Talk

A notion of positive dependence between random variables is
association. Associated random variables often occur in models based on
monotonic transformations and hence several applications can be found in
reliability and survival analysis. In this talk, we discuss consistent
estimators of the limiting variance of the partial sums of functions of
associated random variables using bootstrap and subsampling . We also
extend these results to obtain consistent estimators for the limiting
variance of U-statistics. These results can be used for obtaining critical
points, level of significance and power for tests based on U-statistics,
when the underlying sample consists of stationary associated random
variables.