The authors give a comprehensive survey of asymptotic theory for U- statistics. Starting from the definition of a U-statistic \(U_ n\) with some examples, they discuss the canonical decomposition of \(U_ n\) and the martingale structure of \(U_ n\) obtained by \textit{W. Hoeffding} [The strong law of large numbers for U-statistics. Inst. Stat. Univ. North Carolina, Mimeo Ser. No.302(1961), and Ann. Math. Stat. 19, No.3, 293-325 (1948)] and the reverse martingale structure of \(U_ n\) investigated by \textit{R. H. Berk} [ibid. 37, No.1, 51-58 (1966; Zbl 0151.238)]. Inequalities for the moments of \(U_ n\) and an expression for the variance of \(U_ n\) are derived. Conditions for the validity of the central limit theorem and Berry-Esséen type bounds for \(U_ n\) are studied. An orthogonal decomposition of the U-statistic \(U_ n\) is obtained and the connection with multiple Wiener integrals is investigated. Proofs are provided in detail. An exhaustive list of references (about 36 in all) is given.
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