Asymptotic normality for U-statistics of associated random variables

Dewan, I. ; Prakasa Rao, B. L. S. (2001) Asymptotic normality for U-statistics of associated random variables Journal of Statistical Planning and Inference, 97 (2). pp. 201-225. ISSN 0378-3758

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03783...

Related URL: http://dx.doi.org/10.1016/S0378-3758(00)00226-3

Abstract

Let {Xn, n1} be a stationary sequence of associated random variables and Un be a U-statistic based on this sample. We establish a central limit theorem for Un when the U-statistic is degenerate or non-degenerate using an orthogonal expansion for the kernel associated with Un. We extend the results to U-statistics of kernels of degree 3 and to V-statistics of arbitrary degree. We also establish a central limit theorem for the two sample U-statistic based on observations of two independent stationary associated sequences.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:U-statistics; Degenerate; Non-Degenerate; Central Limit Theorem; Associated Random Variables
ID Code:37526
Deposited On:26 Apr 2011 12:45
Last Modified:26 Apr 2011 12:45

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