Approximations for multivariate U-statistics

Edgeworth approximations for multivariate U-statistics hold up to the order o(n-1/2) under moment conditions and the assumption that the projection of the U-statistic to sums of i.i.d. random vectors is strongly nonlattice.

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Year of publication:	1987
Authors:	Götze, F.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 22.1987, 2, p. 212-229
Publisher:	Elsevier
Keywords:	Berry-Esseen bound Edgeworth expansion moment condition U-statistic

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

Persistent link: https://www.econbiz.de/10005221508