Deficiencies of u-statistics of degree 2 under symmetric distributions
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...
Gespeichert in:
Veröffentlicht in: | Communications in statistics. Theory and methods 1989-01, Vol.18 (1), p.53-66 |
---|---|
Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | 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 Ustatistic 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 distributionwhich is symmetric with respect to a point on R
1
. Its limiting risk deficiency is about 1.12 for a normal distribution. |
---|---|
ISSN: | 0361-0926 1532-415X |
DOI: | 10.1080/03610928908829884 |