Covariances of symmetric statistics (Q1186769): Difference between revisions

The author examines the second-order structure arising when a symmetric function is evaluated over intersecting subsets of random variables. The original work of \textit{W. Hoeffding} [Ann. Math. Stat. 19, 293-325 (1948; Zbl 0032.04101)] on \(U\)-statistics is updated with reference to later results. New representations and inequalities are presented for covariances and applied to \(U\)-statistics.