On asymptotic behavior of U-statistics for associated random variables

DOI10.1016/J.SPL.2015.06.019zbMATH Open1336.60043OpenAlexW2962730794MaRDI QIDQ894600FDOQ894600

Authors Mansi Garg, Isha Dewan 

Publication date 1 December 2015

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

Full work available at URL https://arxiv.org/abs/1501.00868

zbMATH Keywords

\(U\)-statisticscentral limit theoremGini's mean differenceassociated random variablesHardy-Krause variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Abstract: Let $X_n,nge1$ be a sequence of stationary associated random variables. For such a sequence, we discuss the limiting behavior of U-statistics based on kernels which are of bounded Hardy-Krause variation.

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Cited in

(11)

• scientific article; zbMATH DE number 1959482 (Why is no real title available?)
• On the Asymptotic Distribution of the Generalized U-Statistics for Dependent Variables
• On limiting distribution of U-statistics based on associated random variables
• Asymptotic normality for \(U\)-statistics of negatively associated random variables
• On asymptotic behavior of \(U\)-statistics for associated random variables
• On estimation of limiting variance of partial sums of functions of associated random variables
• Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric
• U-statistics on associated random variables
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
• Approaches to asymptotics for \(U\)-statistics of Gibbs facet processes
• Central limit theorem for U-statistics of associated random variables

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