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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Communications in statistics. Theory and methods 1989-01, Vol.18 (1), p.53-66
Hauptverfasser: Yamato, Hajime, Maesono, Yoshihiko
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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