Variance estimation with applications

MaRDI QIDQ3081666zbMATH OpenFDO

Authors Paul Doukhan, Jérémie Jakubowicz, José R. León

Publication date 9 March 2011

Full work available at URL http://www.stat.tugraz.at/philipp_volume/doukhan.pdf

zbMATH Keywords

variance estimationweak dependence.

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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(8)

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• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Extrapolation techniques in U-statistic variance estimation
• A Dynamic Taylor’s law
• Estimation of the limit variance for sums under a new weak dependence condition
• Introduction to variance estimation
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• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location

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