A denormalized U-statistic which cannot be decoupled from some associated stopping times

Michael J. Klass

Statistics & Probability Letters, 2009, vol. 79, issue 13, 1509-1511

Abstract: Let X1,X2,... be i.i.d. mean zero random variables and Sn=X1+...+Xn. For any stopping time T w.r.t. {Xn} let denote a copy of T which is independent of {Xn}. We exhibit a family of distributions and stopping times T such that and yet Emax1

Date: 2009
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