Some results on the L_ p-convergence (p 1) of U-statistics
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Some results on the \(L p\)-convergence \((p\geq 1)\) of U-statistics
Some results on the \(L p\)-convergence \((p\geq 1)\) of U-statistics
Let \(X_ 1,X_ 2,..\). be a strongly stationary and m-dependent random sequence and h(x,y) be a Borel-measurable symmetric function, then \(U_ n=C_ n^{-2}\sum_{1\leq i<j\leq n}h(X_ i,X_ j)\) is called the U- statistic of m-dependent samples with kernel h. Under the condition: \[ b=\max_{2\leq j\leq m+2}E| h(X_ l,X_ j)|^ p<\infty,\quad p\geq 1, \] we obtain the rate of convergence of \( E| U_ n-\theta |^ p\to O(n\to \infty),\) \(p\geq 1,\) where \(\theta =E h(X_ 1,X_{2+m})\).
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Cites work
Cited in
(7)- On asymptotic normality for M-dependent U-statistics
- On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics
- L^ p-convergence of conditional U-statistics
- scientific article; zbMATH DE number 3862143 (Why is no real title available?)
- scientific article; zbMATH DE number 519941 (Why is no real title available?)
- Some remarks on the ergodic theorem for U-statistics
- Some notes on ergodic theorem for U-statistics of order m for stationary and not necessarily ergodic sequences
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