Infinite order V-statistics

Infinite order V-statistics (IOVSs), an extension of V-statistics, are studied. Their L1 consistency and asymptotic normality are proved. A class of resampled V-statistics, a good proxy of the corresponding IOVSs when orders of kernels are large, is introduced to alleviate computational difficulties. Asymptotic properties of resampled V-statistics are also proved. Applicability of IOVSs are demonstrated by two examples.

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Year of publication:	1994
Authors:	Shieh, Grace S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 20.1994, 1, p. 75-80
Publisher:	Elsevier
Subject:	U-statistics Asymptotic normality Renewal function

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

Persistent link: https://www.econbiz.de/10005224162