OurBigBook About$ Donate
 Sign in Sign up

Influence function of a U-statistic (IF(x;T,F)=m{E[h(x,X2​,…,Xm​)]−T(F)})

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Estimator U-statistic
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a symmetric degree-m U-statistic kernel, the population functional is T(F)=∫hdFm. Contaminating each of the m identical distribution arguments and differentiating gives the displayed influence function. It equals m times the first Hoeffding projection and gives leading asymptotic variance m2Var(h1​(X))/n. If that projection vanishes, the usual root-n normal limit degenerates and higher-order projections determine the limiting law.

 Ancestors (8)

  1. U-statistic
  2. Estimator
  3. Statistical modelling
  4. Statistical model
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 41 / 6 / vi / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook