Invariance principles for jackknifing U-statistics for finite population sampling and some applications

DOI10.1080/03610927808827689zbMath0401.62067OpenAlexW2037091384MaRDI QIDQ4185687

Hiranmay Majumdar, Pranab Kumar Sen

Publication date: 1978

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927808827689

zbMATH Keywords

Brownian BridgeInvariance PrinciplesStrong ConvergenceFinite Population SamplingJackknifing U-StatisticsOptimal AllocationRandom Sampling Without ReplacementRepeated Signnificance TestsSequential Confidence RegionsTukey Estimator

Mathematics Subject Classification ID

Point estimation (62F10) Sampling theory, sample surveys (62D05) Sequential statistical analysis (62L10)

Related Items (2)

Unnamed Item ⋮ Sequential point estimation of the means of u-statistics in finite population sampling

Cites Work

• Unnamed Item
• Weak convergence of the Rao-Blackwell estimator of a distribution function
• Some invariance principles relating to jackknifing and their role in sequential analysis
• Matrix derivatives with an application to an adaptive linear decision problem
• Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics
• Analysis of Categorical Data by Linear Models
• Jackknifing u-stastics ik finite populations
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the central limit theorem for a class of sampling procedures
• Jackknifing $U$-Statistics
• On the Properties of U-Statistics When the Observations are not Independent

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