On inference validity of weighted U-statistics under data heterogeneity

@article{Han2018OnIV,
  title={On inference validity of weighted U-statistics under data heterogeneity},
  author={Fang Han and Tianchen Qian},
  journal={arXiv: Statistics Theory},
  year={2018}
}
Motivated by challenges on studying a new correlation measurement being popularized in evaluating online ranking algorithms' performance, this manuscript explores the validity of uncertainty assessment for weighted U-statistics. Without any commonly adopted assumption, we verify Efron's bootstrap and a new resampling procedure's inference validity. Specifically, in its full generality, our theory allows both kernels and weights asymmetric and data points not identically distributed, which are… Expand

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