Almost sure limit theorems for U-statistics

We relax the moment conditions from a result in almost sure limit theory for U-statistics due to Berkes and Csaki [(Stochastic Process. Appl. 94 (2001) 105)]. We extend this result to the case of convergence to stable laws and also prove a functional version.

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Year of publication:	2004
Authors:	Holzmann, Hajo ; Koch, Susanne ; Min, Aleksey
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 69.2004, 3, p. 261-269
Publisher:	Elsevier
Keywords:	Almost sure limit theorem Functional limit theorem Stable distributions U-statistics

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005319428