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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DOI: 10.1016/j.spl.2015.06.019

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