On the convergence of \(U\)-statistics with stable limit distribution (Q1209882)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 168715
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the convergence of \(U\)-statistics with stable limit distribution |
scientific article; zbMATH DE number 168715 |
Statements
On the convergence of \(U\)-statistics with stable limit distribution (English)
0 references
16 May 1993
0 references
Weak sufficient conditions are given to ensure the convergence of the distribution of suitably normalized \(U\)-statistics to an \(\alpha\)-stable distribution, \(1<\alpha\leq 2\). The proofs use Hoeffding's decomposition for \(U\)-statistics. For a subset of cases covered by the above result a rate of convergence is given which is of the same order as the rate obtained for similar stable limit results for sums of independent and identically distributed random variables.
0 references
slowly varying function
0 references
stable distribution
0 references
Hoeffding's decomposition for \(U\)-statistics
0 references
convergence of the distribution
0 references
