The LLN and CLT for U-statistics under cross-sectional dependence

DOI10.1080/10485252.2019.1711378MaRDI QIDQ5221305zbMATH OpenOpenAlexFDO

Authors Yiguo Sun

Publication date 25 March 2020

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2019.1711378

zbMATH Keywords

kernelU-statisticsspatial autoregressive modelscentral limit theorem (CLT)law of large numbers (LLN)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

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Cites work

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Cited in

(2)

• Limit theorems for network dependent random variables
• Effective WLLN, SLLN and CLT in statistical models

Describes a project that uses

Uses Software

• pyuvdata
• KernSmooth

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