On the Convergence of U-Statistics with Stable Limit Distribution

Using Hoeffding's decomposition and truncation arguments we prove some theorems on the conxergence of the distribution of suitably normalized U-statistics to an [alpha]-stable limit distribution, 1 < [alpha] <= 2, under very weak moment conditions on the kernel function.

MoreLess

Year of publication:	1993
Authors:	Heinrich, L. ; Wolf, W.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 44.1993, 2, p. 266-278
Publisher:	Elsevier

More details

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

Persistent link: https://www.econbiz.de/10005152983