The Theory of Unbiased Estimation
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(only showing first 100 items - show all)- Asymptotics of Studentized \(U\)-type processes for changepoint problems
- A note on minimum variance
- Functional limit theorems for U-statistics
- Unbiased estimation of fourth-order matrix moments
- Covariances of symmetric statistics
- On statistical analysis of a sample from a population of unknown species
- Some aspects of the theory of estimating equations
- Consistency of the Takens estimator for the correlation dimension
- Unbiased estimation for a multivariate exponential whose components have a common shift
- Moments of randomly stopped U-statistics
- Minimum variance rectangular designs for U-statistics.
- On the fundamental conjecture of HDMR: a Fourier analysis approach
- Multiscale analysis of collective motion and decision-making in swarms: an advection-diffusion equation with memory approach
- Simplicial variances, potentials and Mahalanobis distances
- The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables
- Complete order statistics in parametric models
- The LIL for canonical \(U\)-statistics of order 2
- A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics
- Product-form estimators: exploiting independence to scale up Monte Carlo
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Rates of convergence for random forests via generalized U-statistics
- Empirical variance minimization with applications in variance reduction and optimal control
- Total variation distance between stochastic polynomials and invariance principles
- Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation
- Unordering of estimators in sampling theory: revisited
- A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms
- New characterization-based symmetry tests
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- The LIL for canonical \(U\)-statistics
- Qualitative robustness of von Mises statistics based on strongly mixing data
- \(U\)-max-statistics and limit theorems for perimeters and areas of random polygons
- Continuous mapping approach to the asymptotics of U- and V-statistics
- Some remarks on classical and Bayesian reliability estimation of binomial and Poisson distribu\-tions
- Asymptotic distributions of non-degenerate U-statistics on trimmed samples
- Sensitivity of quantitative traits to mutational effects and number of loci
- Optimal unbiased estimation for maximal distribution
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
- Note on the unbiased estimation of a function of the parameter of the geometric distribution
- Invariance principles for products of U-statistics without variance
- Partially complete sufficient statistics are jointly complete
- Exact moment convergence rates of U-statistics
- Karlin's corollary: a topological approach to pitman's measure
- Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights
- The mathematical work of Evarist Giné
- scientific article; zbMATH DE number 4215162 (Why is no real title available?)
- Method of generalized estimation with usage of unbiasedness and invariance conditions
- Characterization of LIL behavior for non-degenerate \(B\)-valued \(U\)-statistics
- On unbiased estimators of (a) for N(,^2) with known ^2 and a
- scientific article; zbMATH DE number 3971973 (Why is no real title available?)
- A james-stein type detour of U-statistics
- scientific article; zbMATH DE number 4005346 (Why is no real title available?)
- Bias reduction by taylor series∗
- scientific article; zbMATH DE number 41705 (Why is no real title available?)
- scientific article; zbMATH DE number 3608975 (Why is no real title available?)
- The weak convergence for self-normalized U-statistics with dependent samples
- Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
- scientific article; zbMATH DE number 1107628 (Why is no real title available?)
- On the extendibility of finitely exchangeable probability measures
- Limit theorems for von Mises statistics of a measure preserving transformation
- A Statistical Property of the Arrangements of a Finite Set
- scientific article; zbMATH DE number 1833946 (Why is no real title available?)
- Optimal unbiased estimation of some population central moments
- scientific article; zbMATH DE number 1855605 (Why is no real title available?)
- \(U\)-statistics of Ornstein-Uhlenbeck branching particle system
- Note on unbiased estimability of the larger of two mean values
- scientific article; zbMATH DE number 919373 (Why is no real title available?)
- Clustering and classification problems in genetics through U-statistics
- scientific article; zbMATH DE number 7626802 (Why is no real title available?)
- Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework
- On higher-order moment and cumulant estimation
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
- Quantum U-statistics
- On a theorem of Halmos concerning unbiased estimation of moments
- U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures
- Existence of unbiased estimators for functions f(p) under B(n,p) populations
- Robust confidence limits
- Unbiasedness of the Theil–Sen estimator
- scientific article; zbMATH DE number 3059267 (Why is no real title available?)
- XV.—On the Estimation of Statistical Parameters
- Generalized limit theorems forU-max statistics
- Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls
- U-statistics of local sample moments under weak dependence
- Tail inference using extreme U-statistics
- Uniform in bandwidth consistency of conditional U-statistics adaptive to intrinsic dimension in presence of censored data
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Extremal random beta polytopes
- XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Limit theorems for a class of processes generalizing the U -empirical process
- Asymptotics of discrete Schrödinger bridges via chaos decomposition
- Asymptotic properties of conditional U -statistics using delta sequences
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
- Precise asymptotics for complete moment convergence of \(U\)-statistics of i.i.d. random variables
- Variable selection in AUC-optimizing classification
- Limit theorems for wavelet conditional U-statistics for time series models
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
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