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On the failure of the bootstrap for Chatterjee's rank correlation

Zhexiao Lin, Fang Han

arXiv 24 Mar 2023 · Mathematics — Statistics Theory · publishedBiometrika (2024) · 10 citations (OpenAlex)

arXiv:2303.14088 · PDF · DOI · OpenAlex · Extracted main text

Abstract

While researchers commonly use the bootstrap for statistical inference, many of us have realized that the standard bootstrap, in general, does not work for Chatterjee's rank correlation. In this paper, we provide proof of this issue under an additional independence assumption, and complement our theory with simulation evidence for general settings. Chatterjee's rank correlation thus falls into a category of statistics that are asymptotically normal but bootstrap inconsistent. Valid inferential methods in this case are Chatterjee's original proposal (for testing independence) and Lin and Han (2022)'s analytic asymptotic variance estimator (for more general purposes).

Citation extraction

62
references
82
in-text mentions
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distinct cited
6
self-citations
15,532
main-text words

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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Lin, Z. and Han, F (2022) Limit theorems of Chatterjee's rank correlation self1.00084100%
2Abadie, A. and Imbens, G. W (2008) On the failure of the bootstrap for matching estimators0.84333100%
3Bickel, P. J. and Freedman, D. A (1981) Some asymptotic theory for the bootstrap0.73732100%
4Chatterjee, S (2021) A new coefficient of correlation0.73732100%
5Beran, R (1997) Diagnosing bootstrap success0.64422100%
6Drton, M. and Williams, B (2011) Quantifying the failure of bootstrap likelihood ratio tests0.64422100%
7Fang, Z. and Santos, A (2019) Inference on directionally differentiable functions0.64422100%
8Samworth, R (2003) A note on methods of restoring consistency to the bootstrap0.64422100%
9Arcones, M. A. and Gine, E (1992) On the bootstrap of U and V statistics0.51121100%
10Bickel, P. J (2022) Measures of independence and functional dependence0.51121100%

Showing the top 10 of 62 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1On the consistency of bootstrap for matching estimators0.64422
2A Powerful Bootstrap Test of Independence in High Dimensions0.64422
3On propensity score matching with a diverging number of matches0.40511
4Variance reduction combining pre-experiment and in-experiment data0.40511
5A sliced Wasserstein and diffusion approach to random coefficient models0.40511
6Bootstrap consistency for general double/debiased machine learning estimators0.40511
7Limit theorems of Azadkia-Chatterjee's conditional graph correlation0.40511