On weak approximation of U-statistics
Probability
2009-01-16 v1
Abstract
This paper investigates weak convergence of U-statistics via approximation in probability. The classical condition that the second moment of the kernel of the underlying U-statistic exists is relaxed to having 4/3 moments only (modulo a logarithmic term). Furthermore, the conditional expectation of the kernel is only assumed to be in the domain of attraction of the normal law (instead of the classical two-moment condition).
Keywords
Cite
@article{arxiv.0901.2343,
title = {On weak approximation of U-statistics},
author = {Masoud M. Nasari},
journal= {arXiv preprint arXiv:0901.2343},
year = {2009}
}
Comments
12 pages