Seminar at SMU 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.