Convergence of the empirical two-sample U-statistics with -mixing data

DOI10.1007/S10474-021-01156-4MaRDI QIDQ2043739zbMATH OpenOpenAlexFDO

Authors Davide Giraudo, O. Sh. Sharipov, Herold Dehling

Publication date 3 August 2021

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.07624

zbMATH Keywords

empirical processfunctional central limit theoremshort-range dependencemixing processestwo-sample \(U\)-statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Abstract: We consider the empirical two-sample $U$-statistic with strictly $$-mixing strictly stationary data and inverstigate its convergence in Skorohod spaces. We then provide an application of such convergence.

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Cited in

(2)

• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
• A Convex Combination of Two-Sample U-Statistics

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