Wald's equation for a class of denormalized U-statistics

DOI10.1214/AOP/1176989285zbMATH Open0784.60039OpenAlexW2036510055WikidataQ101201648 ScholiaQ101201648MaRDI QIDQ686789FDOQ686789

Authors Victor H. de la Peña, Yuan-Shih Chow, Henry Teicher 

Publication date 11 October 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989285

zbMATH Keywords

\(U\)-statisticsstopping timeWald's equation

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• On Wald's equation for \(U\)-statistical sums
• Moments of randomly stopped sums -- revisited
• Moments of randomly stopped \(U\)-statistics
• On an Equation of Wald
• Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics

Cited in

(10)

• Moments of randomly stopped \(U\)-statistics
• On an Equation of Wald
• Moments of randomly stopped sums -- revisited
• Title not available (Why is no real title available?)
• Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
• A best possible improvement of Wald's equation
• A denormalized \(U\)-statistic which cannot be decoupled from some associated stopping times
• Title not available (Why is no real title available?)
• On the validity of Wald's equation
• On Wald's equation for \(U\)-statistical sums

This page was built for publication: Wald's equation for a class of denormalized \(U\)-statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q686789)