Empirical Process Results for Exchangeable Arrays

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch

Ngôn ngữ: eng

Ký hiệu phân loại: 174.28 Experimentation

Thông tin xuất bản: 2019

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 163045

Comment: main paper until page 23, then supplement. The paper supersedes our previous paper "Asymptotic results under multiway clustering"Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed random variables are indexed by two units from the same population. Examples include trade flows between countries or relationships in a network. Separately exchangeable arrays are well suited to multiway clustering, where units sharing the same cluster (e.g. geographical areas or sectors of activity when considering individual wages) may be dependent in an unrestricted way. We prove uniform laws of large numbers and central limit theorems for such exchangeable arrays. We obtain these results under the same moment restrictions and conditions on the class of functions as those typically assumed with i.i.d. data. We also show the convergence of bootstrap processes adapted to such arrays.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH