Publications and Preprints

On estimation of limiting variance of partial sums of functions of associated random variables
by
Mansi Garg and Isha Dewan
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.

isid/ms/2016/10 [fulltext]

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