NATURAL STATISTICS FOR SPECTRAL SAMPLES

• 成果类型: Article
• 署名作者: Di Nardo, E.; McCullagh, P.; Senato, D.
• 署名单位: University of Basilicata; University of Chicago
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/13-AOS1107
• 发表日期: 2013
• 页码: 982-1004
• 关键词: symmetric group; cumulants

摘要

Spectral sampling is associated with the group of unitary transformations acting on matrices in much the same way that simple random sampling is associated with the symmetric group acting on vectors. This parallel extends to symmetric functions, k-statistics and polykays. We construct spectral k-statistics as unbiased estimators of cumulants of trace powers of a suitable random matrix. Moreover we define normalized spectral polykays in such a way that when the sampling is from an infinite population they return products of free cumulants.