Robust estimation of U-statistics
نویسندگان
چکیده
منابع مشابه
Robust estimation of U-statistics
An important part of the legacy of Evarist Giné is his fundamental contributions to our understanding of U -statistics and U -processes. In this paper we discuss the estimation of the mean of multivariate functions in case of possibly heavy-tailed distributions. In such situations, reliable estimates of the mean cannot be obtained by usual U -statistics. We introduce a new estimator, based on t...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2016
ISSN: 0304-4149
DOI: 10.1016/j.spa.2016.04.021