Law of the iterated logarithm for U-statistics (Q583710): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Q355394 / rank | |||
Property / author | |||
Property / author: Yuri V. Borovskikh / rank | |||
Property / author | |||
Property / author: Vladimir S. Korolyuk / rank | |||
Property / author | |||
Property / author: Vladimir S. Korolyuk / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Yuri V. Borovskikh / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Approximation Theorems of Mathematical Statistics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An invariance principle for the law of the iterated logarithm / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 13:06, 20 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Law of the iterated logarithm for U-statistics |
scientific article |
Statements
Law of the iterated logarithm for U-statistics (English)
0 references
1989
0 references
The note contains a law of iterated logarithm for the well-known U- statistics \[ U_ n=\left( \begin{matrix} n\\ m\end{matrix} \right)^{- 1}\sum_{1\leq i_ 1<...<i_ m\leq n}\Phi (X_{i_ 1},...,X_{i_ m}). \] The proof is based on a fundamental decomposition by \textit{W. Hoeffding} [The strong law of large numbers for U-statistics (1961)]: \[ U_ n-E \Phi (X_ 1,...,X_ m)=\sum^{m}_{c=1}\left( \begin{matrix} m\\ c\end{matrix} \right)U_{nc}, \] where \(U_{nc}\) is a U-statistic with \[ U_{nc}=\left( \begin{matrix} n\\ c\end{matrix} \right)^{-1}\sum g_ c(X_{i_ 1},...,X_{i_ c}) \] and \(g_ c\) is an appropriate kernel [see also \textit{V. S. Korolyuk} and \textit{Yu. V. Borovskikh}, Theory of U- statistics (Russ.) (1989)].
0 references
law of iterated logarithm
0 references
U-statistics
0 references
strong law of large numbers
0 references