U-Statistic Reduction: Higher-Order Accurate Risk Control and Statistical-Computational Trade-Off
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Cites work
- A consistent test of independence based on a sign covariance related to Kendall's tau
- A fast algorithm for computing distance correlation
- A kernel two-sample test
- A new framework for distance and kernel-based metrics in high dimensions
- A New u-Statistic with Superior Design Sensitivity in Matched Observational Studies
- Automatic detection and uncertainty quantification of landmarks on elastic curves
- Bootstrapping the studentized sample mean of lattice variables
- Counting Small Permutation Patterns
- Design based incomplete U-statistics
- Distributed statistical inference for massive data
- Edgeworth expansions for network moments
- Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance
- Empirical Edgeworth expansions for symmetric statistics
- scientific article; zbMATH DE number 3141417 (Why is no real title available?)
- scientific article; zbMATH DE number 3731131 (Why is no real title available?)
- Incomplete U -statistics of permanent design
- Interpoint distance based two sample tests in high dimension
- Interpoint-ranking sign covariance for the test of independence
- Inverting an Edgeworth expansion
- Measuring and testing dependence by correlation of distances
- On Incomplete U-Statistics Having Minimum Variance
- On inference validity of weighted U-statistics under data heterogeneity
- On sensitivity value of pair-matched observational studies
- On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
- Randomized incomplete \(U\)-statistics in high dimensions
- Rate-optimal graphon estimation
- Reduced U-statistics and the Hodges-Lehmann estimator
- Scaling-up empirical risk minimization: optimization of incomplete U-statistics
- Some properties of incomplete U-statistics
- Testing mutual independence in high dimension via distance covariance
- The asymptotic distributions of incomplete U-statistics
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