On Wald's equation for \(U\)-statistical sums
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Publication:1962134
DOI10.1016/S0167-7152(99)00029-2zbMath0956.60022OpenAlexW2036421760MaRDI QIDQ1962134
Neville C. Weber, Yuri V. Borovskikh
Publication date: 1 March 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00029-2
Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)
Cites Work
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- Wald's equation for a class of denormalized \(U\)-statistics
- A best possible improvement of Wald's equation
- Moments of randomly stopped \(U\)-statistics
- Moments of randomly stopped sums -- revisited
- On the integrability of the martingale square function
- Extrapolation and interpolation of quasi-linear operators on martingales
- Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
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