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Activity Number: 656
Type: Contributed
Date/Time: Thursday, August 4, 2016 : 8:30 AM to 10:20 PM
Sponsor: Section on Statistical Learning and Data Science
Abstract #319628
Title: Edgeworth Expansion for Summation of Symmetric Statistics and Its Application in Analyzing Massive Data
Author(s): Liuhua Peng* and Song Xi Chen
Companies: Iowa State University and Peking University/Iowa State University
Keywords: Edgeworth expansion ; symmetric statistics ; massive data ; split-and-conquer ; high order correctness ; computational efficient

We proved Edgeworth expansion for summation of symmetric statistics to the third order, and this can be applied to analyzing massive data set by split-and-conquer, both estimator and confidence interval are derived. Our theoretical results guarantee the high order correctness of our proposed method. Moreover, it's more computational efficient by doing split-and-conquer.

Authors who are presenting talks have a * after their name.

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