An Edgeworth expansion for U-statistics

DOI10.1214/AOS/1176344955zbMath0428.62016OpenAlexW2008611002MaRDI QIDQ1137332

Herman Callaert, Paul Janssen, Noël Veraverbeke

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344955

zbMATH Keywords

sample varianceU-statisticsEdgeworth expansionGini mean difference

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Nonparametric inference (62G99)

Related Items (29)

An Edgeworth expansion for symmetric finite population statistics ⋮ Expansions for U-statistics and von Mises functionals ⋮ On \(m\)-dependence and Edgeworth expansions ⋮ Edgeworth expansions for network moments ⋮ Weighted bootstrap for \(U\)-statistics ⋮ The Cornish-Fisher expansion for a class of statistics in first order autoregression ⋮ Elementary symmetric polynomials of increasing order ⋮ An Edgeworth expansion for symmetric statistics ⋮ Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance ⋮ Edgeworth approximations for distributions of symmetric statistics ⋮ A note on Edgeworth expansions for the von Mises functionals ⋮ Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion ⋮ A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains ⋮ A note on biases of jackknife estimators of third central moments ⋮ Some asymptotic results for a broad class of nonparametric statistics ⋮ An asymptotic representation of a ratio of two statistics and its applications ⋮ Two-Term Edgeworth Expansions for the Classes of U- and V-statistics ⋮ Approximations for multivariate U-statistics ⋮ Edgeworth expansions for stochastic approximation theory ⋮ Asymptotic expansions for bivariate von Mises functionals ⋮ Asymptotic approximations to the distribution of Kendall's sample τ ⋮ Asymptotic expansions in functional limit theorems ⋮ Expansions for von Mises functionals ⋮ On the rate of convergence and asymptotic expansions for \(U\)-statistics under alternatives ⋮ Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. ⋮ Asymptotic theory for estimators under random censorship ⋮ On the normal approximation of U-statistics of degree two ⋮ Some higher-order theory for a consistent non-parametric model specification test ⋮ Edgeworth expansion for the kernel quantile estimator

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