U-statistics in characterization problems
Let \(x_ 1,...,x_ n\) be independent random variables (r.v.s.) with the same distribution function (d.f.) F(x). The static \[ U(x_ 1,...,x_ n)=\sum u(x_{i_ 1},...,x_{i_ k}), \] where the summation is over the set \(I_ k\) of values of the multiindex \((i_ 1,...,i_ k)\) satisfying the condition \(1\leq i_ 1\leq n,...,1\leq i_ k\leq n\), is, by definition, a U-statistic of rank k with the kernel \(u(z_ 1,...,z_ k)\). Since the publication of \textit{W. Hoeffding}'s classical paper [Ann. Math. Stat. 19, 293-325 (1948; Zbl 0032.04101)], U-statistics have become a popular object of research in probability theory and mathematical statistics, mainly in the asymptotic setting as \(n\to \infty.\) The aim of this note is to show that U-statistics are also natural and useful in typical characterization problems of mathematical statistics for a fixed n.
- On characterization of two-sample \(U\)-statistics
- scientific article; zbMATH DE number 4205615 (Why is no real title available?)
- A Characterization of probability densities with expected log likelihood
- Characterizations and o-statistic representations of lu-statistics
- scientific article; zbMATH DE number 3930131 (Why is no real title available?)
- On a characterization problem of statistics
- \(U\)-max-statistics
This page was built for publication: U-statistics in characterization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q808568)
