Approximations for multivariate U-statistics

F. Götze

Journal of Multivariate Analysis, 1987, vol. 22, issue 2, 212-229

Abstract: Edgeworth approximations for multivariate U-statistics hold up to the order o(n-1/2) under moment conditions and the assumption that the projection of the U-statistic to sums of i.i.d. random vectors is strongly nonlattice.

Keywords: Berry-Esseen; bound; Edgeworth; expansion; moment; condition; U-statistic (search for similar items in EconPapers)
Date: 1987
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