Construct · 1 fields · 1 citations

U-statistic: a standalone construct

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Mathematical statistics

unbiased estimator formed by averaging a symmetric kernel over all subsets of the sample of a fixed size, with general asymptotic normality results.

In mathematical statistics, U-statistic refers to unbiased estimator formed by averaging a symmetric kernel over all subsets of the sample of a fixed size, with general asymptotic normality results. This meaning comes from Hoeffding (1948) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

estimator2 fields · 2 citationsjingle · one word, two constructs kernel4 fields · 5 citationsjingle · one word, four constructs sample3 fields · 3 citationsjingle · one word, three constructs

References

Hoeffding, W. (1948). A Class of Statistics with Asymptotically Normal Distribution. The Annals of Mathematical Statistics, 19(3), 293-325. https://doi.org/10.1214/aoms/1177730196

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