Almost sure limit theorems for U-statistics
AbstractWe relax the moment conditions from a result in almost sure limit theory for U-statistics due to Berkes and Csaki [(Stochastic Process. Appl. 94 (2001) 105)]. We extend this result to the case of convergence to stable laws and also prove a functional version.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 69 (2004)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Neuhaus, Georg, 1977. "Functional limit theorems for U-statistics in the degenerate case," Journal of Multivariate Analysis, Elsevier, vol. 7(3), pages 424-439, September.
- Heinrich, L. & Wolf, W., 1993. "On the Convergence of U-Statistics with Stable Limit Distribution," Journal of Multivariate Analysis, Elsevier, vol. 44(2), pages 266-278, February.
- Berkes, István & Csáki, Endre, 2001. "A universal result in almost sure central limit theory," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 105-134, July.
- Zuoxiang Peng & Zhongquan Tan & Saralees Nadarajah, 2011. "Almost sure central limit theorem for the products of U-statistics," Metrika, Springer, vol. 73(1), pages 61-76, January.
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