Asymptotic comparisons of several variance estimators and their effects for Studentizations

DOI10.1023/A:1003521327411zbMath0912.62026OpenAlexW2040593144MaRDI QIDQ1280560

Yoshihiko Maesono

Publication date: 26 May 1999

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003521327411

zbMATH Keywords

confidence intervalsEdgeworth expansionsvariance estimationGini's mean differencejackknife variance estimatorStudentized \(U\)-statistics

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Cornish-Fisher expansions using sample cumulants and monotonic transformations ⋮ An efficient variance estimator for cross-validation under partition sampling ⋮ Edgeworth Expansion and Normalizing Transformation of Ratio Statistics and Their Application ⋮ Minimization and estimation of the variance of prediction errors for cross-validation designs

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