Estimate of variance of u-statistics |
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Authors: | S. Shirahata Y. Sakamoto |
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Affiliation: | 1. School of General Education , Osaka University , Toyonaka, Osaka 560, Japan;2. Department of Applied Physics , Nagoya University , Chikusa, Nagoya, 464-01, Japan |
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Abstract: | 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 bootstrap estimator, give good estimates for many U-statistics. |
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Keywords: | Bootstrap Estimate Jackknife Noether estimator Unbiased U-statistic Variance |
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