Covariances of symmetric statistics

DOI10.1016/0047-259X(92)90054-JzbMath0759.62021MaRDI QIDQ1186769

Richard A. Vitale

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

inequalitiessymmetric functionrepresentations\(U\)-statisticscovariancesHajek projectionsecond-order structure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Analysis of variance and covariance (ANOVA) (62J10) Nonparametric inference (62G99)

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Cites Work

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• Invariance principle for symmetric statistics
• Symmetric statistics, Poisson point processes, and multiple Wiener integrals
• An Efron-Stein inequality for nonsymmetric statistics
• Asymptotic distribution of symmetric statistics
• The jackknife estimate of variance
• Applications of ANOVA type decompositions for comparisons of conditional variance statistics including jackknife estimates
• Large sample theory for U-statistics and tests of fit
• Tensor Analysis of ANOVA Decomposition
• Approximation Theorems of Mathematical Statistics
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• A Class of Statistics with Asymptotically Normal Distribution
• The Theory of Unbiased Estimation