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On Wald's equation for U-statistical sums

We obtain Wald's equation for de-normalized U-statistics of degree m in the spirit of similar recent results by de la Peña and Lai. The proof uses Young's inequalities to obtain alternate conditions under which Wald's equation holds.
Year of publication:
1999
Authors: Borovskikh, Yuri V. ; Weber, Neville C.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 44.1999, 4, p. 375-382
Publisher: Elsevier
Keywords: Wald's equation Stopping times U-statistics Martingale inequalities
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005313993
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