Central limit theorem for U-statistics of associated random variables
Isha Dewan and
B. L. S. Prakasa Rao
Statistics & Probability Letters, 2002, vol. 57, issue 1, 9-15
Abstract:
Let {Xn, n[greater-or-equal, slanted]1} be a sequence of stationary associated random variables. Let Un be a U-statistic based on this sample. We establish the Central Limit Theorem for Un using the Hoeffding's decomposition.
Keywords: U-statistics; Central; limit; theorem; Associated; random; variables (search for similar items in EconPapers)
Date: 2002
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(01)00194-8
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:57:y:2002:i:1:p:9-15
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().