A denormalized U-statistic which cannot be decoupled from some associated stopping times

DOI10.1016/J.SPL.2009.02.017zbMATH Open1167.60313OpenAlexW2009675999MaRDI QIDQ2389322FDOQ2389322

Authors: Michael J. Klass 

Publication date: 15 July 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.02.017

Recommendations

• Moments of randomly stopped \(U\)-statistics
• A note on second moment of a randomly stopped sum of independent variables
• Wald's equation for a class of denormalized \(U\)-statistics
• Moments of randomly stopped sums -- revisited
• On Wald's equation for \(U\)-statistical sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07)

Cites Work

• A method of approximating expectations of functions of sums of independent random variables
• Order-of-magnitude bounds for expectations involving quadratic forms
• A best possible improvement of Wald's equation
• Uniform lower bounds for randomly stopped Banach space valued random sums
• Wald's equation for a class of denormalized \(U\)-statistics

Cited In (3)

• Asymptotic results for stopping times based on u-statistics
• Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
• On the joint distribution of stopping times and stopped sums in multistate exchangeable trials

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