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Impact of agricultural machinery input on agricultural green production efficiency in the YREB from a spatial spillover perspective. [PDF]
Sci RepGuo S, Tang X.
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Communications in Statistics - Theory and Methods, 1986
For a class of distributions which are invariant under a group of transformations, we propose an estimator ot an estimable parameter. The estimator, which we call the invariant U-statistic, is the uniformly minimum variance unbiased estimator of the corresponding estimable parameter for the class of all continuous distributions which are invariant ...
Yoshihiko Maesono, Hajime Yamato
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For a class of distributions which are invariant under a group of transformations, we propose an estimator ot an estimable parameter. The estimator, which we call the invariant U-statistic, is the uniformly minimum variance unbiased estimator of the corresponding estimable parameter for the class of all continuous distributions which are invariant ...
Yoshihiko Maesono, Hajime Yamato
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Estimate of variance of u-statistics [PDF]
Communications in Statistics - Theory and Methods, 1992 Let g(x1,… , xk) 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
Shingo Shirahata, Yuji Sakamoto
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Empirical U-statistics processes
Journal of Statistical Planning and Inference, 1992Abstract A sharp exponential probability bound is obtained on the local fluctuations of the multivariate empirical U-statistics process, which brings the theory of these processes in line with the classical theory of i.i.d. empirical processes. The results are applied to obtain certain weak and strong convergence properties of weighted multivariate ...
Ruymgaart, F.H., Zuijlen, M.C.A. van
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2018
U statistics are a large and important class of statistics. Indeed, any U-statistic (with finite variance) is the non-parametric minimum variance estimator of its expectation \( \theta \). Many common statistics and estimators are either U-statistics or approximately so.
Snigdhansu Chatterjee, Arup Bose
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U statistics are a large and important class of statistics. Indeed, any U-statistic (with finite variance) is the non-parametric minimum variance estimator of its expectation \( \theta \). Many common statistics and estimators are either U-statistics or approximately so.
Snigdhansu Chatterjee, Arup Bose
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Limit Theorems for U-Statistics [PDF]
, 1999 The decoupling results of Chapter 3 are very well suited for application in the asymptotic theory of U-statistics and U-processes, as we will see in this chapter and in the next. In this chapter we consider U-statistics. In general, we are interested in the “three gems” of classical probability theory, the law of large numbers, the central limit ...
Victor H. de la Peña, Evarist Giné
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U-Statistic Hierarchical Clustering [PDF]
Psychometrika, 1978 A monotone invariant method of hierarchical clustering based on the Mann-Whitney U-statistic is presented. The effectiveness of the complete-link, single-link, and U-statistic methods in recovering tree structures from error perturbed data are evaluated.
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U-Statistics on the Spherical Poisson Space
2016We review a recent stream of research on normal approximations for linear functionals and more general U-statistics of wavelets/needlets coefficients evaluated on a homogeneous spherical Poisson field. We show how, by exploiting results from Peccati and Zheng (Electron J Probab 15(48):1487–1527, 2010) based on Malliavin calculus and Stein’s method, it ...
Bourguin, Solesne +3 more
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U-statistics of a bootstrap sample
Ukrainian Mathematical Journal, 1990Asymptotics of distributions for bootstrapped U-statistis is considered. Conditions for convergence to the normal distribution are indicated.
V. S. Korolyuk, Yu. V. Borovskikh
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