A general class of linearly extrapolated variance estimators

DOI10.1016/J.SPL.2014.12.011zbMATH Open1321.62089OpenAlexW2051392552MaRDI QIDQ2018615FDOQ2018615

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

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zbMATH Keywords

variance estimationU-statisticjackknifeANOVA decompositionHoeffding decompositionlinear extrapolation

Mathematics Subject Classification ID

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

Cites Work

• The jackknife estimate of variance
• Jackknife, bootstrap and other resampling methods in regression analysis
• Jackknifing in Unbalanced Situations
• Linear Model Selection by Cross-Validation
• A Class of Statistics with Asymptotically Normal Distribution
• NOTES ON BIAS IN ESTIMATION
• Title not available (Why is that?)
• Variance estimation of a general u-statistic with appllication to cross-validation
• Model assessment tools for a model false world
• Title not available (Why is that?)
• Reducing variability of crossvalidation for smoothing-parameter choice

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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