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A unifying framework for $k$-statistics, polykays and their multivariate generalizations

Elvira Di Nardo·Giuseppe Guarino·Domenico Senato
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Abstract

Through the classical umbral calculus, we provide a unifying syntax for single and multivariate $k$-statistics, polykays and multivariate polykays. From a combinatorial point of view, we revisit the theory as exposed by Stuart and Ord, taking into account the Doubilet approach to symmetric functions. Moreover, by using exponential polynomials rather than set partitions, we provide a new formula for $k$-statistics that results in a very fast algorithm to generate such estimators.

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Elvira Di Nardo, Giuseppe Guarino, Domenico Senato. 2008-05-14. A unifying framework for $k$-statistics, polykays and their multivariate generalizations. https://doi.org/10.3150/07-bej6163

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