Rate of convergence in the strong law of large numbers for U-statistics based on a multidimensionally indexed array of random variables

DOI10.1016/0167-7152(90)90066-GMaRDI QIDQ910091zbMATH OpenOpenAlexFDO

Authors Tasos C. Christofides

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0167-7152(90)90066-g

zbMATH Keywords

maximal probability inequalitiesmultidimensionally indexed array of random variablesmultidimensionally indexed martingalesU-statistics

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random fields (60G60)

Review text

Similar to the definition of ordinary U-statistics, one can define U- statistics based on i.i.d. random variables which are multidimensionally indexed. The simplest example of such a U-statistic is the sample average of a multidimensionally indexed array of random variables. For this class, a rate of convergence in the strong law of large numbers is established using maximal probability inequalities for multidimensionally indexed martingales.

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(7)

• . strong law of large numbers for \(U\)-statistics
• Empirical U-statistics processes
• Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics
• Sectorial convergence of \(U\)-statistics
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• Strong laws for randomly indexed U-statistics
• Rates of convergence in the strong law of large numbers for degenerate U- statistics

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