Resampling U-statistics using p-stable laws
It is well known that symmetric statistics based on a kernel with finite second moment have a limit law which can be described by a multiple Wiener-Ito integral. However, if the kernel has less than second moments, no weak limit law holds in general. In the present paper we show that by a suitable change of the empirical process this process has a p-stable multiple integral as its limit.
Volume (Year): 34 (1990)
Issue (Month): 1 (July)
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