Covariances of symmetric statistics

Richard A. Vitale

Journal of Multivariate Analysis, 1992, vol. 41, issue 1, 14-26

Abstract: We examine the second-order structure arising when a symmetric function is evaluated over intersecting subsets of random variables. The original work of Hoeffding is updated with reference to later results. New representations and inequalities are presented for covariances and applied to U-statistics.

Keywords: ANOVA; correlation; covariance; Hajek; projection; symmetric; statistic; U-statistic (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (5)

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