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

DOI10.1007/S10474-021-01156-4zbMATH Open1488.60030arXiv2006.07624OpenAlexW3168821803MaRDI QIDQ2043739FDOQ2043739

Herold Dehling, Davide Giraudo, O. Sh. Sharipov

Publication date: 3 August 2021

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

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.

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

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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)

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Cited In (1)

• A Convex Combination of Two-Sample U-Statistics

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