Pages that link to "Item:Q3489082"
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The following pages link to SMALL SAMPLE VARIANCE ESTIMATORS FOR U-STATISTICS (Q3489082):
Displaying 10 items.
- A general class of linearly extrapolated variance estimators (Q2018615) (← links)
- On the asymptotic behaviour of the variance estimator of a \(U\)-statistic (Q2189102) (← links)
- On a new interpretation of the sample variance (Q2392700) (← links)
- Mean squared errors of bootstrap variance estimators for \(U\)-statistics (Q2903178) (← links)
- A james-stein type detour of U-statistics (Q3740074) (← links)
- ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS (Q4210845) (← links)
- Extrapolation techniques in <i>U</i>-statistic variance estimation (Q4586574) (← links)
- Pseudo-kernel method in U-statistic variance estimation with large kernel size (Q5278098) (← links)
- Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks (Q6198773) (← links)
- On variance estimation of random forests with Infinite-order U-statistics (Q6546441) (← links)