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In descriptive statistics, $U$-statistics arise naturally in producing minimum-variance unbiased estimators. In 1984, Serfling considered the distribution formed by evaluating the kernel of the $U$-statistics and proposed generalized $L$-statistics which includes Hodges-Lehamnn estimator and Bickel-Lehmann spread as special cases. However, the structures of the kernel distributions remain unclear. In 1954, Hodges and Lehmann demonstrated that if $X$ and $Y$ are independently sampled from the same unimodal distribution, $X-Y$ will exhibit symmetrical unimodality with its peak centered at zero. Building upon this foundational work, the current study delves into the structure of the kernel distribution. It is shown that the $\mathbf{k}$th central moment kernel distributions ($\mathbf{k}>2$) derived from a unimodal distribution exhibit location invariance and is also nearly unimodal with the mode and median close to zero. This article provides an approach to study the general structure of kernel distributions.

Author

Tuobang, Li

Published

2024

Language

EN