Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance

Yoshihiko Maesono

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

We obtain the H-decomposition of a jackknife estimator of the variance of U-statistic and derive an Edgeworth expansion with remainder term o(n 12). We also obtain an approximation of a studentized U-statistic substituting the jackknife estimator of the variance. An Edgeworth expansion with remainder term o(n-1) is established for the studentized U-statistic with arbitrary degree of the kernel.

Original languageEnglish
Pages (from-to)61-84
Number of pages24
JournalJournal of Statistical Planning and Inference
Volume61
Issue number1
Publication statusPublished - May 30 1997

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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