ESTIMATE OF VARIANCE OF U-STATISTICS

被引：4

作者：

SHIRAHATA, S

SAKAMOTO, Y

机构：

[1] OSAKA UNIV,SCH GEN EDUC,TOYONAKA,OSAKA 560,JAPAN

[2] NAGOYA UNIV,DEPT APPL PHYS,CHIKUSA KU,NAGOYA 46401,JAPAN

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1992年 / 21卷 / 10期

关键词：

BOOTSTRAP; ESTIMATE; JACKKNIFE; NOETHER ESTIMATOR; UNBIASED; U-STATISTIC; VARIANCE;

D O I：

10.1080/03610929208830956

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let g(x1,..., x(k)) be a symmetric function with k arguments. Let U be a U-statistic based on a random sample of size n with kernel function g. In this paper, the problem of estimating var(U) is considered. Several estimators are compared by computer simulations and we conclude that two estimators, one is constructed as a U-statistic and the other is the bootstrap estimator, give good estimates for many U-statistics.

引用

页码：2969 / 2981

页数：13

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