On asymptotic behavior of U-statistics for associated random variables
Mansi Garg and
Isha Dewan
Statistics & Probability Letters, 2015, vol. 105, issue C, 209-220
Abstract:
Let {Xn,n≥1} be a sequence of stationary associated random variables. For such a sequence we discuss the limiting behavior of U-statistics based on kernels which are of bounded Hardy–Krause variation.
Keywords: Associated random variables; Central limit theorem; Gini’s mean difference; Hardy–Krause variation; U-statistics (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:105:y:2015:i:c:p:209-220
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DOI: 10.1016/j.spl.2015.06.019
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