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Studentized permutation validity under mixed-assignment centering
Statement
Assume AC and the sampling and kernel conditions of Permutation CLT for a two-sample U-statistic under mixed-assignment centering. Let the direct first-projection variances and pooled variance be positive and finite, and put . Use the studentized statistic in Studentized two-sample U-statistic and permutation distribution. Suppose both variance estimates are consistent for their direct projection variances under the original samples and are permutation-consistent for in the conditional sense of Studentized permutation validity under a weak two-sample parameter null. A sufficient condition for the latter is that each estimate depends on its own group alone and is consistent for on an IID sample of that size.
Then the conditional permutation CDF of converges uniformly in probability to , and under the true sampling law .
Facts & Assumptions
Given: All-assignment centering and moments, positive direct and pooled projection variances, direct consistency, and either direct permutation consistency or the sufficient separate-group triangular-mixture condition.
Studentized permutation validity under a weak two-sample parameter null proves both studentized limits and the sufficient separate-group consistency condition under the weak null and mixed moments.
Permutation CLT for a two-sample U-statistic under mixed-assignment centering states the sampling and all-assignment centered kernel conditions inherited here.
AC is inherited through [F1]. The Axiom of Choice
Proof
Given: The hypotheses in the Statement. Apply the general studentized theorem.
The all-assignment centered conditions in [F2] include the weak null, block antisymmetry, fixed order, proportional sample growth and all mixed moments needed by [F1]. The remaining projection and estimator conditions here are exactly the corresponding conditions of [F1].
Under AC [A1], apply [F1] to obtain both standard-normal limits and, when used, its separate-group sufficient consistency criterion.
Remarks
This specialization retains the original all-assignment centered branch. Joint two-group variance estimates satisfy the theorem when their permutation consistency is established directly; the separate-group transfer lemma does not by itself prove consistency of arbitrary joint estimates.
Depends on
Used by
Dependency tree · two levels
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Sources
- E. Y. Chung and J. P. Romano, Asymptotically Valid and Exact Permutation Tests Based on Two-Sample U-Statistics, Stanford Technical Report 2011-09, Theorem 3.2 and proof (standard reference, not scraped)
- E. Y. Chung and J. P. Romano, Exact and Asymptotically Robust Permutation Tests, Stanford Technical Report 2011-05, §3.4 and Lemma 3.3 (standard reference, not scraped)