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Permutation CLT for a two-sample U-statistic under mixed-assignment centering

Statement

Assume AC. Let X1,…,Xm be IID P and independently let Y1,…,Yn be IID Q, with N=m+n, m/N→p∈(0,1), and θ(P,Q;h)=0. Fix r and a measurable kernel h that is symmetric in each block and antisymmetric under block exchange. Assume for every assignment of independent P- and Q-distributed arguments to the 2r positions that E[h]=0 and 0<E[h2]<∞. Let σp2=EPˉ[gPˉ2]>0 for Pˉ=pP+(1−p)Q, where gPˉ is its first projection. Then the conditional permutation CDF of m Um,n satisfies

sup⁡t∈R∣R^m,nmU(t)−Φ ⁣(tτp)∣→P0,τp2=r21−pσp2.

Facts & Assumptions

Given: The sample, all-assignment centering and moment assumptions, and positive pooled projection variance in the Statement.

[F1]

Permutation CLT for a two-sample U-statistic under a weak null gives the conditional permutation limit under the weak null, block antisymmetry, finite positive mixed second moments and positive pooled projection variance.

[A1]

AC is inherited through [F1]. The Axiom of Choice

Proof

Given: The hypotheses in the Statement. Apply the general weak-null result.

1.1F1given

The stated all-assignment assumptions include the weak null and every finite positive mixed second moment required by [F1]. Block symmetry, antisymmetry, proportional growth and positive pooled projection variance are the same hypotheses as in [F1].

2.1A1F1step 1.1algebra∎

Under AC [A1], apply [F1] to obtain the stated uniform conditional CDF limit and the identical scale τp2=r2σp2/(1−p). The additional assignment-wise centering assumptions cause no change in that scale.

Remarks

This is the all-assignment-centered specialization of the general weak-null theorem. Its extra centering assumptions are sufficient but are not needed by the locally proved permutation coupling.

Depends on

Used by

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Sources