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U-statistics
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U-statistics
U统计量
设都是维随机向量,为不超过的自然数,是变元 的波莱尔(Borel)可测函数,此处每个都在维欧氏空间上取值。要求是对称函数,即对的任意置换成立。令: 则称是以为核的,基于的U统计量。
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