an estimator arising in the theory of unbiased estimation, arising as the mean of a statistic computed over all ordered subsamples of a given size.
Questions tagged [u-statistics]
14 questions
4
votes
1 answer
(From van der Vaart's Asymptotic Statistics, page 161, U-statistic) Why we can always replace the function $h$ with a symmetric one?
I'm reading the following Chapter from van der Vaart's Asymptotic Statistics, Section 12.1 page 161 (see the screenshot below). For the $h$ function that it mentioned, I have two questions regarding its permutation symmetry:
Question 1. I don't…
T34driver
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U statistics for product kernels
Background
Let $X$ be a real, univariate random variable with probability distribution function $p(x)$. Let $x_1, \ldots, x_n$ be a sample of size $n$ drawn from $X$. U statistics provide an unbiased estimator of the integral
\begin{align}
I&=\int…
Till Hoffmann
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Showing a Corollary of Hoeffding's Theorem
I am currently reading Jun Shao's Mathematical Statistics, and in his discussion of U statistics, he proves that
$Var(U_n) = $ $n\choose m$$^{-1} \sum_{k=1}^m $$m \choose k$$n - m \choose m-k$$\zeta_k$
where $\zeta_k$ is the variance of the…
stats_model
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How to find the symmetric kernel for the given U-statistic?
The U-statistic is given by
\begin{equation}
\widehat{\Delta}=\frac{1}{\binom{n_1}{2}\binom{n_2}{2}}\sum_{1\leq i_1
reeba mary
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2
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U-stat with random kernel
U-statistics assume that the kernel remain fixed. I wonder if theorems in u-stat still hold true when the kernel is random. For instance, I estimate the kernel $h$ using data. The estimated kernel is denoted by $h_n$ with $h_n \xrightarrow{p} h.$ So…
user1292919
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Can the variance of a U-statistic be of the order $O(\frac{1}{n^2})$?
It is not that easy to find estimators $T_n$ such that $\mbox{Var}[T_n] \sim O(n^{-B})$ with $B = 2$. In most cases, $B=1$.Here $n$ is the sample size. It seems, according to this paper on U-statistics, that such estimators do exist. Is there a…
Vincent Granville
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Actual difference between the statistic results from scipy.stats.ranksums and scipy.stats.mannwhitneyu
So, I have been trying to test if two independent samples come from the distribution, i.e. if they are greater or less than one another. Eventually I found out the Mann Whitney U Test is the appropriate test for me.
I came across scipy similar…
Lucas Thimoteo
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estimation of covariance of function of two i.i.d. data points
Given i.i.d. data: $X_1,\dots,X_n$ living in some space $\mathcal{X}$ and drawn according to distribution $P$, and symmetric functions $f,g: \mathcal{X} \times \mathcal{X} \to \mathbb{R}$, I want to estimate the covariance terms:
$$
\gamma =…
WeakLearner
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The asymptotic properties of $V$-statistic for mixing multivariate process
Suppose $\{X_t\}_{t \in \mathbb{Z}} \subseteq \mathbb{R}^d$ is a $\alpha$- or $\rho$-mixing process. Let $h (x, y) : \mathbb{R}^d \times \mathbb{R}^d \rightarrow \mathbb{R}$ be the symmetric kernel function. Then
\begin{equation*}
V_n =…
香结丁
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1
vote
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The degree of nonparametric estimation kernels and induced $U$-statistics
The definition of kernels in nonparametric can be formulated as follows.
[Randles&Wolfe] pp.61-62. A parameter $\gamma$ is said to be estimable of degree $r$ for the family of distributions $\mathcal{F}$ if $r$ is the smallest sample size for which…
Henry.L
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Variance of a U-statistic with random kernel
The variance of a U-statistic $\widehat{\Theta}$ (with fixed kernel) amounts to $Var(\widehat{\Theta}) = \sum_{c=1}^m \alpha_c \kappa_c - (1 - \alpha_0)\Theta^2$, where all parameters are defined as in Fuchs et al. (2020) and $\kappa_c$ and…
user3298179
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Equivalence of the completeness of the order statistics and the uniqueness of symmetric unbiased estimators
I am reading A.J. Lee's 1990 book "U-statistics: Theory and Practice". There is an equation on page 6 that I cannot explain why it holds, and I hope somebody could help me. Here is the detail.
Let $X_1,...,X_k$ be iid random variables with…
legon
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Is K-W test statistics a U statistics?
The K-W H test statistic is given by:
$$
H=(N-1) \frac{\sum_{i=1}^{g} n_{i}\left(\bar{r}_{i \cdot}-\bar{r}\right)^{2}}{\sum_{i=1}^{g} \sum_{j=1}^{n_{i}}\left(r_{i j}-\bar{r}\right)^{2}}, \text { where: }
$$
If the data contain no…
Happy Superman
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Critical value for Mann's test against trend
To test that a sample $X_1,\ldots,X_n$ are i.i.d against that the distributions of $X_i$ are stochastically increasing in $i$, how to find the distribution of the test statistic and the critical value for large $n$?
I suppose that the U-statistic,…
Blain Waan
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