Extrapolation techniques in U-statistic variance estimation

DOI10.1080/03610926.2016.1179760zbMATH Open1377.62157OpenAlexW2478695269MaRDI QIDQ4586574FDOQ4586574

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

Recommendations

• Variance estimation of a general u-statistic with appllication to cross-validation
• A general class of linearly extrapolated variance estimators
• 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
• Approximations for multivariate U-statistics
• SMALL SAMPLE VARIANCE ESTIMATORS FOR U-STATISTICS
• Variance estimation with applications
• scientific article; zbMATH DE number 3917454

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cited In (8)

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

This page was built for publication: Extrapolation techniques in U-statistic variance estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4586574)