On estimating the variance of a U-statistic |
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| Authors: | AJ Lee |
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| Institution: | University of Auckland , Auckland, New Zealand |
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| Abstract: | 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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| Keywords: | Partial linear models Kernel smoothing Bandwidth selection Mixing |
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