Exploring Uniform Finite Sample Stickiness
It is well known, that Fréchet means on non-Euclidean spaces may exhibit nonstandard asymptotic rates depending on curvature. Even for distributions featuring standard asymptotic rates, there are non-Euclidean effects, altering finite sampling rates up to considerable sample sizes. These effects can be measured by the variance modulation function proposed by Pennec (2019). Among others, in view of statistical inference, it is important to bound this function on intervals of sampling sizes. In a first step into this direction, for the special case of a K-spider we give such an interval, based only on folded moments and total probabilities of spider legs and illustrate the method by simulations.
READ FULL TEXT