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Q153Section III (Statistics)153 of 190

A U-statistic is the Rao–Blackwellisation of any unbiased kernel estimator

Let S=S(X1,X2,…,Xn)S=S(X_1,X_2,\dots,X_n) be an unbiased estimator of the parametric functional θ(F)\theta(F) based on a random sample X1,X2,…,XnX_1,X_2,\dots,X_n from F. Suppose U is the U-statistic corresponding to S. Then, which of the following statements is true?

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