scientific article; zbMATH DE number 1281917

MaRDI QIDQ4240995zbMATH OpenFDO

Authors Yoshihiko Maesono

Publication date 26 September 1999

zbMATH Keywords

H-decompositionjackknife skewness estimatorthird central momentU-statisticsvariance estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Asymptotic representations of skewness estimators of Studentized U-statistics
• ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS
• Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance
• An asymptotic representation of a ratio of two statistics and its applications

Cited in

(10)

• Confidence interval estimation of overlap: equal means case.
• Higher-order comparisons of asymptotic confidence intervals
• Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis
• Asymptotic representations of skewness estimators of Studentized U-statistics
• On the estimation of skewness of a statistic using the jackknife and the bootstrap
• An asymptotic representation of a ratio of two statistics and its applications
• Bias reduction for jackknife skewness
• On jackknife variance estimator for kernel density estimator and its application
• Jackknife approximations to bootstrap estimates
• On the asymptotic properties of the jackknife histogram

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4240995)