Abstract
For a continuous distribution with a certain symmetry, several U-statistics of degree 2 are asymptotically as efficient as the invariant U-statistics which are UMVU estimators of estimable parameters. To see the difference between two the statistics, we evaluate the limiting risk deficiency of the U-statistic with respect to the invariant U-statistic, which is also equal to the coefficient of the reciprocal of the sample size in the ratio of their variances. For example, Gini's mean difference is asymptotically efficient for a continuous distribution which is symmetric with respect to a point on R Its limiting risk deficiency is about 1.12 for a normal distribution.
Original language | English |
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Pages (from-to) | 53-66 |
Number of pages | 14 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 18 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 1989 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability