Expansions for U-statistics and von Mises functionals

DOI10.1007/BF01055948MaRDI QIDQ1083782zbMATH OpenFDO

Authors V. S. Korolyuk, Y. V. Borovskikh

Publication date 1985

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01055948

zbMATH Keywords

characteristic functionconvergence rateCramer's condition (C)integral representation for the momentsmoment conditionsnon- degenerate U-statisticnormalized sumone-term Edgeworth expansionseparable real Hilbert spacevon Bahr's methodvon Mises functionals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

Review text

The authors establish a one-term Edgeworth expansion for a non-degenerate U-statistic of arbitrary but fixed degree m based on n i.i.d. r.v.'s \(X_ 1,...,X_ n\), with a remainder term of order \(n^{-3/5}\). The assumptions needed for this are a third absolute moment for the kernel h and a fourth moment for the conditional expectation g of the kernel, given one of its arguments. In addition, Cramer's condition (C) is imposed on \(g(X_ 1).\) Secondly, the problem of establishing expansions for the moments of a normalized sum of independent and identically distributed random variables, taking values in a separable real Hilbert space is investigated, using von Bahr's method [\textit{B. von Bahr}, Ann. Math. Stat. 36, 808-818 (1965; Zbl 0139.353)]. This latter method employs a very useful integral representation for the moments under consideration, which involves the characteristic function (ch.f.) of the normalized sum of i.i.d. r.v.'s. The main difficulty is then to find suitable estimates for the ch.f. for large values of its argument. The relation between even moments of normalized sums and von Mises functionals with an appropriate kernel is also pointed out.

Recommendations

• EDGEWORTH EXPANSIONS FOR FUNCTIONALS OF U-STATISTICS
• Approximations for multivariate U-statistics
• The Edgeworth expansion for U-statistics of degree two
• A note on Edgeworth expansions for the von Mises functionals
• scientific article; zbMATH DE number 3901727

Cites work

• A Class of Statistics with Asymptotically Normal Distribution
• An Edgeworth expansion for U-statistics
• Asymptotic expansions for bivariate von Mises functionals
• scientific article; zbMATH DE number 3812627 (Why is no real title available?)
• scientific article; zbMATH DE number 3776582 (Why is no real title available?)
• Note on conditions for weak convergence of von Mises' differentiable statistical functions
• On Edgeworth expansions in Banach spaces
• On the Convergence of Moments in the Central Limit Theorem
• On the order of magnitude of cumulants of von Mises functionals and related statistics

Cited in

(9)

• A note on Edgeworth expansions for the von Mises functionals
• Some asymptotic results for a broad class of nonparametric statistics
• On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method
• The Edgeworth expansion for U-statistics of degree two
• Asymptotic expansions for the distributions of canonical V-statistics of third order
• scientific article; zbMATH DE number 3901727 (Why is no real title available?)
• EDGEWORTH EXPANSIONS FOR FUNCTIONALS OF U-STATISTICS
• A Leading Term Approach to Asymptotic Expansions in the Central Limit Theorem
• On multivariate higher order von Mises expansions

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