Multivariate U-statistics: A tutorial with applications

Q. Yu, W. Tang, J. Kowalski, X. M. Tu

Research output: Contribution to journalArticle

Abstract

U-statistics represent an important class of statistics arising from modeling quantities of interest defined by multi-subject responses such as the classic Mann-Whitney-Wilcoxon rank tests. However, classic applications of U-statistics are largely limited to univariate outcomes within a cross-sectional data setting. As longitudinal study designs become increasingly popular in today's research, it is imperative to generalize the classic theory of U-statistics to such a study setting to meet the challenges of modern clinical and translational research. In this article, we focus on applications of U-statistics to longitudinal study data. We first give a brief overview of U-statistics and then discuss how to apply this powerful class of statistics to model quantities of interest with a longitudinal data setting. In addition to generalizing U-statistics and associated inference theory to longitudinal data analysis, we also discuss a class of function response models (FRM) to bring the power of U-statistics to uncharted territory. We illustrate applications of generalized U-statistics and FRM with data from some real longitudinal studies.

Original languageEnglish (US)
Pages (from-to)457-471
Number of pages15
JournalWiley Interdisciplinary Reviews: Computational Statistics
Volume3
Issue number5
DOIs
StatePublished - Sep 2011
Externally publishedYes

Fingerprint

U-statistics
Longitudinal Study
Response Function
Longitudinal Data Analysis
Statistics
Wilcoxon Test
Rank Test
Longitudinal Data
Univariate
Model
Generalise
Modeling

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

Multivariate U-statistics : A tutorial with applications. / Yu, Q.; Tang, W.; Kowalski, J.; Tu, X. M.

In: Wiley Interdisciplinary Reviews: Computational Statistics, Vol. 3, No. 5, 09.2011, p. 457-471.

Research output: Contribution to journalArticle

Yu, Q. ; Tang, W. ; Kowalski, J. ; Tu, X. M. / Multivariate U-statistics : A tutorial with applications. In: Wiley Interdisciplinary Reviews: Computational Statistics. 2011 ; Vol. 3, No. 5. pp. 457-471.
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