Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables (Q910091)
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scientific article; zbMATH DE number 4138861
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| English | Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables |
scientific article; zbMATH DE number 4138861 |
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Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables (English)
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1990
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Similar to the definition of ordinary U-statistics, one can define U- statistics based on i.i.d. random variables which are multidimensionally indexed. The simplest example of such a U-statistic is the sample average of a multidimensionally indexed array of random variables. For this class, a rate of convergence in the strong law of large numbers is established using maximal probability inequalities for multidimensionally indexed martingales.
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U-statistics
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multidimensionally indexed array of random variables
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maximal probability inequalities
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multidimensionally indexed martingales
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0.8862372636795044
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0.8469104766845703
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