Sectorial convergence of \(U\)-statistics
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Publication:1775451
DOI10.1214/009117904000001080zbMath1066.60032arXivmath/0503660MaRDI QIDQ1775451
Publication date: 3 May 2005
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503660
Related Items
Cites Work
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- Strong laws for independent identically distributed random variables indexed by a sector
- Sums of independent random variables on partially ordered sets
- Necessary and sufficient conditions for the strong law of large numbers for \(U\)-statistics.
- Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
- Laws of large numbers for quadratic forms, maxima of products and truncated sums of i.i.d. random variables
- Strong laws of large numbers for \(r\)-dimensional arrays of random variables
- Strong law of large numbers for sums of products
- Two-parameter strong laws and maximal inequalities forU-statistics