论文标题

度量空间中的分位数,排名和标志

Quantiles, Ranks and Signs in Metric Spaces

论文作者

Liu, Hang, Wang, Xueqin, Zhu, Jin, Zhang, Heping

论文摘要

非欧国人的数据在实践中变得更加普遍,因此需要开发类似于欧几里得数据的统计推断框架。分位数是传统统计推断中最重要的概念之一。我们在当地和全球介绍了公制空间中的数据对象。通过扩展Wang等人提出的度量分布函数来实现这一点。 (2021)。排名和标志是在本地和全球水平上定义的,这是由于本地和全球分数带来的度量空间的中心排序的自然结果。建立了理论属性,例如本地和全球经验分位数的根 - $ n $一致性和统一的一致性以及等级和标志的分布范围。经验度量中值在此定义为第0经验全局度量分位数,被证明是通过理论和数值方法来抵抗污染的。通过在许多度量空间中的大量模拟中,分位数已被证明是有价值的。此外,我们为通用度量空间介绍了一个基于快速排名的独立测试。蒙特卡洛实验显示了测试的良好有限样本性能。

Non-Euclidean data become more prevalent in practice, necessitating the development of a framework for statistical inference analogous to that for Euclidean data. Quantile is one of the most important concepts in traditional statistical inference; we introduce the counterpart, both locally and globally, for data objects in metric spaces. This is realized by expanding upon the metric distribution function proposed by Wang et al. (2021). Rank and sign are defined at local and global levels as a natural consequence of the center-outward ordering of metric spaces brought about by the local and global quantiles. The theoretical properties are established, such as the root-$n$ consistency and uniform consistency of the local and global empirical quantiles and the distribution-freeness of ranks and signs. The empirical metric median, which is defined here as the 0th empirical global metric quantile, is proven to be resistant to contamination by means of both theoretical and numerical approaches. Quantiles have been shown to be valuable through extensive simulations in a number of metric spaces. Moreover, we introduce a family of fast rank-based independence tests for a generic metric space. Monte Carlo experiments show good finite-sample performance of the test.

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