ConditionalU-Statistics for Dependent Random Variables

Michel Harel and Madan L. Puri

Journal of Multivariate Analysis, 1996, vol. 57, issue 1, 84-100

Abstract: W. Stute (Ann. Probab.19,No. 2 (1991), 812-825) introduced a class of so-calledU-statistics, which may be viewed as a generalization of the Nadaraya-Watson estimates of a regression function. In this paper, we extend the results from the independent case to the dependent case.

Keywords: ConditionalU-statistics; asymptotic; normality; strong; convergence; absolute; regularity; (null) (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (7)

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