On Wald's equation for \(U\)-statistical sums
From MaRDI portal
Publication:1962134
DOI10.1016/S0167-7152(99)00029-2zbMath0956.60022MaRDI QIDQ1962134
Neville C. Weber, Yuri V. Borovskikh
Publication date: 1 March 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60G42: Martingales with discrete parameter
60G40: Stopping times; optimal stopping problems; gambling theory
60F99: Limit theorems in probability theory
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Wald's equation for a class of denormalized \(U\)-statistics
- A best possible improvement of Wald's equation
- Moments of randomly stopped \(U\)-statistics
- Moments of randomly stopped sums -- revisited
- On the integrability of the martingale square function
- Extrapolation and interpolation of quasi-linear operators on martingales
- Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics