JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
AN EDGEWORTH EXPANSION OF A LINEAR COMBINATION OF U-STATISTICS
Yoshihiko Maesono
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JOURNAL FREE ACCESS

1996 Volume 26 Issue 2 Pages 189-207

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Abstract
In this paper we obtain an approximation of a jackknife estimator of the variance of a linear combination of U-statistics and obtain an approximation of a studentized linear combination statistic substituting the jackknife estimator of the variance. Additionally, an Edgeworth expansion with a remainder term of o(n-1) is established for the studentized linear statistic. It is shown that both the studentized U-statistic and the von Mises V-statistic have same Edgeworth expansion.
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© Japan Statistical Society
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