Maximal inequalities and convergence results for generalized U- statistics

DOI10.1016/0378-3758(90)90048-YzbMath0693.62022MaRDI QIDQ908622

Tasos C. Christofides, Robert J. Serfling

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

rate of convergence; strong law of large numbers; invariance principle; Kolmogorov-type inequality; first moment condition; forward martingale representation; generalized U-statistics; reverse martingale structure

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60E15: Inequalities; stochastic orderings

60G42: Martingales with discrete parameter

60F15: Strong limit theorems

60F17: Functional limit theorems; invariance principles

62G99: Nonparametric inference

Related Items

ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS, Multiple change-point estimation with U-statistics, Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics, A central limit theorem for two-sample U-processes

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