Extrapolation techniques in U-statistic variance estimation

DOI10.1080/03610926.2016.1179760MaRDI QIDQ4586574zbMATHOpenAlexFDO

Authors Qing Wang

Publication date 27 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1179760

zbMATH Keywords

variance estimation\(U\)-statisticunbiasedlinear extrapolationnonlinear extrapolationHoeffding-decomposition

Mathematics Subject Classification ID

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

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Cited in

(8)

• Subsampling-extrapolation bandwidth selection in bivariate kernel density estimation
• On distribution function estimation using log-odds interpolation
• Pseudo-kernel method in U-statistic variance estimation with large kernel size
• On the asymptotic behaviour of the variance estimator of a \(U\)-statistic
• A general class of linearly extrapolated variance estimators
• An efficient variance estimator for cross-validation under partition sampling
• Variance estimation of a general u-statistic with appllication to cross-validation
• Efficiency of the u,v method of estimation

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