Covariances of symmetric statistics (Q1186769): Difference between revisions
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English | Covariances of symmetric statistics |
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Covariances of symmetric statistics (English)
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28 June 1992
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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.
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Hajek projection
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second-order structure
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symmetric function
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representations
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inequalities
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covariances
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\(U\)-statistics
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