A CONVEX COMBINATION OF TWO-SAMPLE U-STATISTICS

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概要

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• A convex combination of one-sample U-statistics was introduced by Toda and Yamato (2001) and its Edgeworth expansion was derived by Yamato et al.(2003). We introduce a convex combination of two-sample U-statistics, which includes two-sample U-statistic, V-statistic and limit of Bayes estimate. Its Edgeworth expansion is derived with remainder term o(N^<1/2>), under the condition that the kernel is nondegenerate. We give some examples of the expansion for three statistics, two-sample U-statistic, V-statistic and limit of Bayes estimate, based on some distributions.

• 一般社団法人日本統計学会の論文

著者

• Yamato Hajime

  Department Of Mathematics And Computer Science Kagoshima University

• Toda Koichiro

  Kagoshima Koto Preparatory School

関連論文

• BERRY-ESSEEN BOUNDS FOR SOME STATISTICS INCLUDING LB-STATISTIC AND V-STATISTIC
• Characterization of Some Random Partitions
• EDGEWORTH EXPANSIONS OF SOME STATISTICS INCLUDING THE LB-STATISTIC AND V-STATISTIC
• HIGHER ORDER EFFICIENCY OF LINEAR COMBINATIONS OF U-STATISTICS AS ESTIMATORS OF ESTIMABLE PARAMETERS
• A CONVEX COMBINATION OF TWO-SAMPLE U-STATISTICS
• INVARIANCE PRINCIPLES FOR A LINEAR COMBINATION OF U-STATISTICS
• ALMOST SURE CONVERGENCE OF A LINEAR COMBINATION OF U-STATISTICS
• LARGE DEVIATIONS FOR A LINEAR COMBINATION OF U-STATISTICS

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