On Wald's equation for U-statistical sums

DOI10.1016/S0167-7152(99)00029-2zbMATH Open0956.60022OpenAlexW2036421760MaRDI QIDQ1962134FDOQ1962134

Neville Weber, Y. V. Borovskikh

Publication date: 1 March 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00029-2

zbMATH Keywords

\(U\)-statisticsstopping timesmartingale inequalitiesWald's equation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Limit theorems in probability theory (60F99) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• On the integrability of the martingale square function
• Extrapolation and interpolation of quasi-linear operators on martingales
• A best possible improvement of Wald's equation
• Wald's equation for a class of denormalized \(U\)-statistics
• Moments of randomly stopped sums -- revisited
• Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
• Moments of randomly stopped \(U\)-statistics
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Cited In (1)

• Wald’s Identity and Geometric Expectation

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