Abstract
Recall from Chapter 1 that if Y1, . . . , Yn is an i.i.d. sample from some probability distribution function , and \( \theta \) = h(Y1, Y2, . . . , Ym) where h(·) is symmetric in its arguments, then the U-statistic,
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© 2018 Springer Nature Singapore Pte Ltd. 2018 and Hindustan Book Agency
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Bose, A., Chatterjee, S. (2018). Resampling U-statistics and M-estimators. In: U-Statistics, Mm-Estimators and Resampling. Texts and Readings in Mathematics. Springer, Singapore. https://doi.org/10.1007/978-981-13-2248-8_4
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DOI: https://doi.org/10.1007/978-981-13-2248-8_4
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Online ISBN: 978-981-13-2248-8
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