A general class of linearly extrapolated variance estimators

DOI10.1016/J.SPL.2014.12.011MaRDI QIDQ2018615zbMATH OpenOpenAlexFDO

Authors Qing Wang, Shiwen Chen

Publication date 24 March 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.12.011

zbMATH Keywords

variance estimationU-statisticjackknifeANOVA decompositionHoeffding decompositionlinear extrapolation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• scientific article; zbMATH DE number 4184696 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• Jackknife, bootstrap and other resampling methods in regression analysis
• Jackknifing in Unbalanced Situations
• Linear Model Selection by Cross-Validation
• Model assessment tools for a model false world
• NOTES ON BIAS IN ESTIMATION
• Reducing variability of crossvalidation for smoothing-parameter choice
• The jackknife estimate of variance
• Variance estimation of a general u-statistic with appllication to cross-validation

Cited in

(3)

• Extrapolation techniques in U-statistic variance estimation
• Pseudo-kernel method in U-statistic variance estimation with large kernel size
• On a general class of long run variance estimators

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