Pseudo-kernel method in U-statistic variance estimation with large kernel size

DOI10.5705/SS.202015.0463MaRDI QIDQ5278098zbMATH OpenOpenAlexFDO

Authors Qing Wang, Bruce G. Lindsay

Publication date 13 July 2017

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/685a8d6ab4b3b0e5064a8d1b43ac109aa003b036

zbMATH Keywords

\(K\)-fold cross-validationKullback-Leibler distancepseudo-kernelsecond-order unbiasedU-statisticvariance estimation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(4)

• On the asymptotic behaviour of the variance estimator of a \(U\)-statistic
• Optimality of training/test size and resampling effectiveness in cross-validation
• An efficient variance estimator for cross-validation under partition sampling
• On variance estimation of random forests with Infinite-order U-statistics

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