Resampling U-statistics using p-stable laws

Herold Dehling, Manfred Denker and Wojbor A. Woyczynski

Journal of Multivariate Analysis, 1990, vol. 34, issue 1, 1-13

Abstract: It is well known that symmetric statistics based on a kernel with finite second moment have a limit law which can be described by a multiple Wiener-Ito integral. However, if the kernel has less than second moments, no weak limit law holds in general. In the present paper we show that by a suitable change of the empirical process this process has a p-stable multiple integral as its limit.

Keywords: U-statistic; weak; convergence; normal; domain; of; attraction; of; the; p-stable; law; p-stable; multiple; stochastic; integral (search for similar items in EconPapers)
Date: 1990
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