| Abstract: | The asymptotic variance of a function of several U-statistics is given by Hoeffding (1948). Another approach, which is shown to give identical results, is the infinitesimal jackknife technique (Jaeckel (1972)). In this paper we illustrate the different types of calculations involved in the two methods via two examples. We show that although the infinitesimal jackknife is not often used in practice, the tools can be used to help us obtain the variance of a function of several U-statistics. This approach illustrates another application of influence functions. |
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