Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance

DOI10.1016/S0378-3758(96)00148-6zbMATH Open0879.62012MaRDI QIDQ1360973FDOQ1360973

Authors: Yoshihiko Maesono 

Publication date: 11 January 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Recommendations

• AN EDGEWORTH EXPANSION OF A LINEAR COMBINATION OF U-STATISTICS
• ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS
• Asymptotic comparisons of several variance estimators and their effects for Studentizations

zbMATH Keywords

Edgeworth expansionjackknife estimator of variancestudentized U-statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• The jackknife estimate of variance
• Jackknifing $U$-Statistics
• A Class of Statistics with Asymptotically Normal Distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• An Edgeworth expansion for U-statistics
• The Edgeworth expansion for U-statistics of degree two
• Title not available (Why is that?)
• Title not available (Why is that?)
• Splitting a Single State of a Stationary Process into Markovian States
• On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
• The Berry-Esseen theorem for U-statistics
• Large Deviation Probabilities for U-Statistics
• The order of the normal approximation for a Studentized U-statistic
• ON THE NORMAL APPROXIMATIONS OF STUDENTIZED U-STATISTIC

Cited In (14)

• Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis
• Two-term Edgeworth expansions for the classes of \(U\)- and \(V\)-statistics
• Edgeworth expansions for network moments
• Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics
• The Berry-Esséen bound for Studentized statistics
• An Edgeworth expansion of a convex combination of \(u\)-statistics based on Studentization
• An asymptotic representation of a ratio of two statistics and its applications
• On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
• Title not available (Why is that?)
• Improved confidence intervals for quantiles
• On jackknife variance estimator for kernel density estimator and its application
• Edgeworth expansions for studentized and prepivoted sample quantiles
• Edgeworth Expansions of Some Statistics Including the LB-statistic and V-statistic
• Higher-order comparisons of asymptotic confidence intervals

This page was built for publication: Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1360973)