Studentized Processes of U-statistics
Probability
2009-06-30 v1 Statistics Theory
Statistics Theory
Abstract
A uniform in probability approximation is established for Studentized processes of non degenerate U-statistics of order m greater or equal to 2 in terms of a standard Wiener process. The classical condition that the second moment of kernel of the underlying U-statistic exists is relaxed to having 5/3 moments. 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.0906.5101,
title = {Studentized Processes of U-statistics},
author = {Masoud M. Nasari},
journal= {arXiv preprint arXiv:0906.5101},
year = {2009}
}