A Weak Invariance Principle for Weighted U-Statistics with Varying Kernels

We prove limit theorems of functional type for weighted U-statistics with varying kernel. In particular, we show that the Lévy-Prokhorov distance between these processes un and certain processes vn constructed from i.i.d. standard normal variables converges to zero. Limit results for un follow then from the corresponding ones for vn.

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Year of publication:	1993
Authors:	Mikosch, T.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 47.1993, 1, p. 82-102
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005221745