Results 311 to 320 of about 99,558 (321)

U-statistics for skewness or symmetry

Communications in Statistics - Theory and Methods, 1978
We propose certain U-statistics as intuitively reasonable measures of skewness and as criteria for asymptotically distribution-free tests of symmetry. Some comparisons are made with the moment-skewness b1 in terms of small-sample power and asymptotic relative efficiency.
Dana Quade, C.E. Davis
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On U-statistics with random kernels

Statistics & Probability Letters, 1997
Abstract This paper provides conditions under which a U-statistic with a random kernel can be approximated by a U-statistic with a nonstochastic kernel and demonstrates their applicability by means of an example.
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Some asymptotics for U-statistics

Communications in Statistics - Theory and Methods, 1988
We consider a one-sample U-statistic with kernel of dimension 2. We obtain its asymptotic bias and skewness and its Edgeworth and Cornish-Fisher type expansions. We also consider in less detail the one sample U-statistic with kernel of arbitrary dimension.
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Fast surrogates of U-statistics

Computational Statistics & Data Analysis, 2010
U-statistics have long been known as a class of nonparametric estimators with good theoretical properties such as unbiasedness and asymptotic normality. However, their applications in modern statistical analysis are limited due to the high computational complexity, especially when massive data sets are becoming more and more common nowadays.
Nan Lin, Ruibin Xi
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U-statistics in danach spaces

Acta Applicandae Mathematicae, 1994
U-statistics in Banach spaces are considered and thoroughly investigated. The martingale structure, estimates of moments, the law of large numbers, the central limit theorem, the invariance principle, estimates of the rate of convergence, and large deviations are ...
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On estimating the variance of a U-statistic

Communications in Statistics - Theory and Methods, 1985
We compare jackknifing and bootstrapping as methods for estimating the variance of a U-statistic. The use of these estimates in calculating asymptotic confidence intervals is discussed, and the results of a numerical study involving Kendall's tau are reported. For the special case of this statistic, the bootstrap is the estimate of choice.
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Weighted bootstrapping of U-statistics

Journal of Statistical Planning and Inference, 1994
Abstract We introduce a generalized bootstrap procedure for U -statistics. The idea is to reweight the terms of the original U -statistic by stochastic weights. Specific choices of the weights lead to well-known resampling schemes including Efron's bootstrap and Bayesian bootstrap.
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Mm-estimators and U-statistics

2018
M-estimators, and their general versions Mm-estimators, were introduced by Huber (1964) out of robustness considerations. The literature on these estimators is very rich and the asymptotic properties of these estimates have been treated under different sets of conditions.
Arup Bose, Snigdhansu Chatterjee
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Theory of U-Statistics.

The Statistician, 1995
R. H. Glendinning, V. S. Koroljuk, Yu. V. Borovskich   +2 more
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U-statistics in characterization problems

Journal of Soviet Mathematics, 1989
A. M. Kagan, Lev B. Klebanov
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