TY - JOUR
T1 - Deficiencies of u-statistics of degree 2 under symmetric distributions
AU - Yamato, Hajime
AU - Maesono, Yoshihiko
PY - 1989/1
Y1 - 1989/1
N2 - For a continuous distribution with a certain symmetry, several U-statistics of degree 2 are asymptotically as efficient as the invariant U-statistics which are UMVU estimators of estimable parameters. To see the difference between two the statistics, we evaluate the limiting risk deficiency of the U-statistic with respect to the invariant U-statistic, which is also equal to the coefficient of the reciprocal of the sample size in the ratio of their variances. For example, Gini's mean difference is asymptotically efficient for a continuous distribution which is symmetric with respect to a point on R Its limiting risk deficiency is about 1.12 for a normal distribution.
AB - For a continuous distribution with a certain symmetry, several U-statistics of degree 2 are asymptotically as efficient as the invariant U-statistics which are UMVU estimators of estimable parameters. To see the difference between two the statistics, we evaluate the limiting risk deficiency of the U-statistic with respect to the invariant U-statistic, which is also equal to the coefficient of the reciprocal of the sample size in the ratio of their variances. For example, Gini's mean difference is asymptotically efficient for a continuous distribution which is symmetric with respect to a point on R Its limiting risk deficiency is about 1.12 for a normal distribution.
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U2 - 10.1080/03610928908829884
DO - 10.1080/03610928908829884
M3 - Article
AN - SCOPUS:84954667800
SN - 0361-0926
VL - 18
SP - 53
EP - 66
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 1
ER -