Bounds for Non-Gaussian Approximations of U-Statistics

Yuri V. Borovskikh () and Neville C. Weber ()
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Yuri V. Borovskikh: Transport University
Neville C. Weber: University of Sydney

Journal of Theoretical Probability, 2002, vol. 15, issue 2, 343-382

Abstract: Abstract Let X, $$\bar X$$ ,X 1,...,X n be i.i.d. random variables taking values in a measurable space ( $${\mathfrak{X}},{\mathfrak{B}}$$ ). Consider U-statistics of degree two $$U_n = n^{ - 1} \mathop \sum \limits_{1 \leqslant i

Keywords: U-statistics; U-statistical sums; symmetric degenerate kernel; Gaussian random variables; tail moments (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1015062810192

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