arXiv 16 Oct 2019 · Mathematics — Statistics Theory · 2 citations (OpenAlex)
arXiv:1910.07572 · PDF · DOI · OpenAlex · Extracted main text
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to asymptotically linear estimators. The key idea is to consider empirical processes in the spaces appropriate for integration. First, we characterize weak convergence of empirical distribution functions and random weight functions in the space of bounded integrable functions. Second, we establish the delta method for empirical quantile functions as integrable functions. Third, we derive the delta method for $L$-statistics. Finally, we prove weak convergence of their bootstrap processes, showing validity of nonparametric bootstrap.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | bbook[author] van der Vaart, Aad W.A. W. Wellner, Jon A.J. A (1996) ) | 0.976 | 29 | 5 | 93% |
| 2 | bbook[author] Csörg o, MiklósM. Horváth, LajosL (1993) ) | 0.644 | 2 | 2 | 100% |
| 3 | bbook[author] Shorack, Galen R.G. R. Wellner, Jon A.J. A (1986) ) | 0.644 | 2 | 2 | 100% |
| 4 | barticle[author] Acemoglu, DaronD., Naidu, SureshS., Restrepo, Pascu… (2019) ) | 0.585 | 10 | 2 | 30% |
| 5 | barticle[author] Acemoglu, DaronD., Johnson, SimonS., Kermani, AmirA… (2016) ) | 0.511 | 2 | 1 | 100% |
| 6 | barticle[author] Acemoglu, DaronD., Johnson, SimonS. Robinson, James… (2001) ) | 0.511 | 2 | 1 | 100% |
| 7 | barticle[author] Shorack, Galen R.G. R (1997) ) | 0.511 | 2 | 1 | 100% |
| 8 | barticle[author] Agarwal, NikhilN., Banternghansa, ChanontC. Bui, Li… (2010) ) | 0.405 | 1 | 1 | 100% |
| 9 | bunpublished[author] Banerjee, AbhijitA., Duflo, EstherE. Hornbeck,… (2014) ) | 0.405 | 1 | 1 | 100% |
| 10 | barticle[author] del Barrio, EustasioE., Giné, EvaristE. Matrán, Car… (1999) ) | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 17 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance | 1.000 | 5 | 3 |
| 2 | Extremal points of Lorenz curves and applications to inequality analysis | 0.585 | 3 | 1 |
| 3 | Almost Dominance: Inference and Application | 0.585 | 3 | 3 |
| 4 | Uniform inference for value functions | 0.405 | 1 | 1 |