On the asymptotic behaviour of the variance estimator of a U-statistic

DOI10.1016/J.JSPI.2020.03.003MaRDI QIDQ2189102zbMATHOpenAlexFDO

Authors Mathias Fuchs, Roman Hornung, Anne-Laure Boulesteix, Riccardo De Bin

Publication date 15 June 2020

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

Full work available at URL https://doi.org/10.1016/j.jspi.2020.03.003

zbMATH Keywords

cross-validationasymptotic testbest unbiased estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

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• scientific article; zbMATH DE number 1420770

Cites work

• scientific article; zbMATH DE number 47948 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A survey of cross-validation procedures for model selection
• ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS
• Calculating confidence intervals for prediction error in microarray classification using resampling
• Exact cross-validation for \(k\)NN: application to passive and active learning in classification
• Linear Model Selection by Cross-Validation
• Minimization and estimation of the variance of prediction errors for cross-validation designs
• No unbiased estimator of the variance of K-fold cross-validation
• Optimality of training/test size and resampling effectiveness in cross-validation
• Probability Inequalities for Sums of Bounded Random Variables
• SMALL SAMPLE VARIANCE ESTIMATORS FOR U-STATISTICS
• Testing the prediction error difference between 2 predictors
• Variance estimation of a general u-statistic with appllication to cross-validation

Cited in

(8)

• On the Asymptotic Distribution of the Generalized U-Statistics for Dependent Variables
• An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: applications to nonparametric estimators and test statistics
• Asymptotic analysis of estimators for C_Np(u,v) based on quantile estimators
• Pseudo-kernel method in U-statistic variance estimation with large kernel size
• Variance estimation of a general u-statistic with appllication to cross-validation
• Extrapolation techniques in U-statistic variance estimation
• SMALL SAMPLE VARIANCE ESTIMATORS FOR U-STATISTICS
• scientific article; zbMATH DE number 1420770 (Why is no real title available?)

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Uses Software

• UCI
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