Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics

Tasos C. Christofides

Statistics & Probability Letters, 1997, vol. 31, issue 3, 225-231

Abstract: For the class of U-statistics based on multidimensionally indexed random variables introduced in Christofides (1987), an improved rate of convergence in the strong law of large numbers is obtained using martingale inequalities and other results. In addition, the same rate of convergence is obtained for the class of associated von Mises statistics.

Keywords: U-statistics; V-statistics; Multidimensionally; indexed; martingales; Strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 1997
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