A denormalized \(U\)-statistic which cannot be decoupled from some associated stopping times
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Publication:2389322
DOI10.1016/j.spl.2009.02.017zbMath1167.60313MaRDI QIDQ2389322
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
60E15: Inequalities; stochastic orderings
60G42: Martingales with discrete parameter
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
60G07: General theory of stochastic processes
Cites Work
- Wald's equation for a class of denormalized \(U\)-statistics
- Uniform lower bounds for randomly stopped Banach space valued random sums
- A best possible improvement of Wald's equation
- A method of approximating expectations of functions of sums of independent random variables
- Order-of-magnitude bounds for expectations involving quadratic forms