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Asymptotic Analysis for U-Statistics and Its Application to Von Mises Statistics

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DOI: 10.4236/ojs.2011.13016    4,465 Downloads   7,535 Views  
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Let - be i.i.d. random variables taking values in a measurable space ( Χ, B ). Let φ1: Χ →□ and φ: Χ2→□ be measurable functions. Assume that φ is symmetric, i.e. φ(x,y)=φ(y.x), for any x,y∈Χ . Consider U-statistic, assuming that Eφ1(Χ)=0, Eφ(x, X)=0 for all x∈X, Eφ2(x,X)<∞, Eφ21(X)<∞. We will provide bounds for ΔN=supx|F(x)-F0(x)-F1(x)|, where F is a distribution function of T and F0 , F1 are its limiting distribution function and Edgeworth correction respectively. Applications of these results are also provided for von Mises statistics case.

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The authors declare no conflicts of interest.

Cite this paper

T. Zubayraev, "Asymptotic Analysis for U-Statistics and Its Application to Von Mises Statistics," Open Journal of Statistics, Vol. 1 No. 3, 2011, pp. 139-144. doi: 10.4236/ojs.2011.13016.


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