Search results for "U-statistic"

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Finite Sample Efficiency and Drawbacks: An Illustration

2011

Historically, finite-sample efficiency was the first notion of optimality introduced and it is still encountered in introductory statistics texts. The definition has several drawbacks however, one being that it is restricted to the class of unbiased estimators. An example is given to illustrate this.

Mathematical optimizationEfficiencyStein's unbiased risk estimateEstimatorSample (statistics)Class (philosophy)U-statisticMathematicsSSRN Electronic Journal
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