Lower estimates of the convergence rate for \(U\)-statistics (Q1904476): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aop/1176988478 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2000653469 / rank | |||
Normal rank |
Latest revision as of 22:59, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lower estimates of the convergence rate for \(U\)-statistics |
scientific article |
Statements
Lower estimates of the convergence rate for \(U\)-statistics (English)
0 references
28 May 1996
0 references
The aim of this paper is to show that the rate of convergence \(O(n^{-1/2})\) in the CLT for nondegenerate \(U\)-statistics (of degree 2) with symmetric kernel \(h(x,y)\) is not possible to obtain when the well-known moment conditions \(E |E [h(X_1, X_2) \mid X_1] |^3 < \infty\) and \(E |h(X_1, X_2) |^{5/3} < \infty\) are replaced by assuming the finiteness of moments of order \(< 3\) or \(< 5/3\), respectively. Note that some results on rates of convergence under weaker moment assumptions are given by the reviewer and \textit{W. Wolf} [J. Multivariate Anal. 44, No. 2, 266-278 (1993; Zbl 0768.60023)].
0 references
lower estimates
0 references
Hoeffding decomposition
0 references
von Mises statistics
0 references
rate of convergence
0 references