scholarly journals An Edgeworth Expansion for Finite-Population U-Statistics

Bernoulli ◽  
2000 ◽  
Vol 6 (4) ◽  
pp. 729 ◽  
Author(s):  
Mindaugas Bloznelis ◽  
Friedrich Götze ◽  
Friedrich Gotze
2003 ◽  
Vol 31 (4) ◽  
pp. 1376-1391 ◽  
Author(s):  
Bing-Yi Jing ◽  
Qiying Wang

1986 ◽  
Vol 14 (4) ◽  
pp. 1463-1484 ◽  
Author(s):  
P. J. Bickel ◽  
F. Gotze ◽  
W. R. van Zwet

1980 ◽  
Vol 8 (2) ◽  
pp. 299-312 ◽  
Author(s):  
H. Callaert ◽  
P. Janssen ◽  
N. Veraverbeke

2010 ◽  
Vol 51 ◽  
Author(s):  
Andrius Čiginas

In this paper we give exact bootstrap estimators for the parameters defining one-term Edgeworth expansion of distribution function of finite population L-statistic and compare these estimators with corresponding jackknife estimators. We also compare `````` true’ distribution of L-statistic with its normal approximation, Edgeworth expansion, empirical Edgeworth expansion and bootstrap approximation.


10.5109/13386 ◽  
1987 ◽  
Vol 22 (3/4) ◽  
pp. 189-197 ◽  
Author(s):  
Yoshihiko Maesono

Author(s):  
P. N. Kokic ◽  
N. C. Weber

AbstractLet UNn be a U-statistic based on a simple random sample of size n selected without replacement from a finite population of size N. Rates of convergence results in the strong law are obtained for UNn, which are similar to those known for classical U-statistics based on samples of independent and identically distributed (iid) random variables.


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