Central limit theorem for U-statistics of associated random variables

Let {Xn, n[greater-or-equal, slanted]1} be a sequence of stationary associated random variables. Let Un be a U-statistic based on this sample. We establish the Central Limit Theorem for Un using the Hoeffding's decomposition.

MoreLess

Year of publication:	2002
Authors:	Dewan, Isha ; Prakasa Rao, B. L. S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 57.2002, 1, p. 9-15
Publisher:	Elsevier
Keywords:	U-statistics Central limit theorem Associated random variables

More details

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

Persistent link: https://www.econbiz.de/10005223870