On estimation of limiting variance of partial sums of functions of associated random variables

Authors

Mansi Garg, Indian Statistical Institute (Delhi Centre)
Isha Dewan, Indian Statistical Institute (Delhi Centre)

Article Type

Research Article

Publication Title

Journal of Statistical Planning and Inference

Abstract

We discuss three different estimators for estimating the limiting variance of partial sums of functions of associated random variables. The first two estimators are based on a Subsampling method, while the third is obtained using Circular block bootstrap. As an application, we also obtain estimators for the limiting variance for U-statistics based on stationary associated random variables.

First Page

1

Last Page

17

DOI

10.1016/j.jspi.2017.08.002

Publication Date

1-1-2018

Recommended Citation

Garg, Mansi and Dewan, Isha, "On estimation of limiting variance of partial sums of functions of associated random variables" (2018). Journal Articles. 1624.
https://digitalcommons.isical.ac.in/journal-articles/1624