Asymptotic normality for \(U\)-statistics of negatively associated random variables (Q2495420): Difference between revisions
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Property / cites work: ORTHOGONAL EXPANSIONS AND U-STATISTICS / rank | |||
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Latest revision as of 17:37, 24 June 2024
scientific article
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English | Asymptotic normality for \(U\)-statistics of negatively associated random variables |
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Asymptotic normality for \(U\)-statistics of negatively associated random variables (English)
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30 June 2006
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This paper establishes weak limit theorems for degenerate and non-degenerate \(U\)-statistics of degree 2 based on sequences of negatively associated random variables. When the statistic is non-degenerate, a normal limit holds. In the degenerate case the limiting distribution is a weighted sum of mean corrected \(\chi^2_1\) random variables analogous to the classical result of \textit{G. G. Gregory} [Ann. Stat. 5, 110--123 (1977; Zbl 0371.62033)].
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negatively associated random variables
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U-statistics
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central limit theorem
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degenerate U-statistics
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