A central limit theorem for two-sample U-processes

In this paper collections of two-sample U-statistics are considered as a U-process indexed by a class of kernels. Sufficient conditions for a functional central limit theorem in the non-degenerate case are given and a uniform law of large numbers is obtained. The conditions are in terms of random covering numbers and are, for example, fulfilled for Vapnik-Chervonenkis classes of functions.

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Year of publication:	2004
Authors:	Neumeyer, Natalie
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 67.2004, 1, p. 73-85
Publisher:	Elsevier
Keywords:	U-statistics Empirical processes Covering numbers Maximal inequalities Functional limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224125