JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS
Yoshihiko Maesono
Author information
JOURNAL FREE ACCESS

1998 Volume 28 Issue 1 Pages 1-19

Details
Abstract

This paper studies the variance estimators for a class of U-statistics. We obtain asymptotic representations of jackknife, Hinkley's (1978) corrected jackknife, unbiased, Sen's (1960), and new variance estimators. The asymptotic mean square errors of these estimators are theoretically investigated. The Edgeworth expansions of the estimators with remainder term o(n-1) are also established. We show that the normalized Hinkley's corrected estimator coincides with the normalized unbiased estimator up until the order n-1/2op(n-1).

Content from these authors
© Japan Statistical Society
Next article
feedback
Top