SMALL SAMPLE VARIANCE ESTIMATORS FOR U-STATISTICS
From MaRDI portal
(Redirected from Publication:3489082)
Recommendations
- ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS
- On the asymptotic behaviour of the variance estimator of a \(U\)-statistic
- Asymptotic comparisons of several variance estimators and their effects for Studentizations
- Variance estimation for the jackknife using von Mises expansions
- Mean squared errors of bootstrap variance estimators for U-statistics
Cited in
(12)- Hoeffding-type decomposition for U-statistics on bipartite networks
- On a new interpretation of the sample variance
- Mean squared errors of bootstrap variance estimators for U-statistics
- A general class of linearly extrapolated variance estimators
- Extrapolation techniques in U-statistic variance estimation
- Pseudo-kernel method in U-statistic variance estimation with large kernel size
- Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks
- Estimating a standard deviation with U-statistics of degree more than two: the normal case
- A james-stein type detour of U-statistics
- scientific article; zbMATH DE number 3872474 (Why is no real title available?)
- On the asymptotic behaviour of the variance estimator of a \(U\)-statistic
- On variance estimation of random forests with Infinite-order U-statistics
This page was built for publication: SMALL SAMPLE VARIANCE ESTIMATORS FOR U-STATISTICS
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3489082)