ConditionalU-Statistics for Dependent Random Variables

W. Stute (Ann. Probab.19,No. 2 (1991), 812-825) introduced a class of so-calledU-statistics, which may be viewed as a generalization of the Nadaraya-Watson estimates of a regression function. In this paper, we extend the results from the independent case to the dependent case.

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Year of publication:	1996
Authors:	Harel, Michel ; Puri, Madan L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 57.1996, 1, p. 84-100
Publisher:	Elsevier
Keywords:	ConditionalU-statistics asymptotic normality strong convergence absolute regularity (null)

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

Persistent link: https://www.econbiz.de/10005160552