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A denormalized U-statistic which cannot be decoupled from some associated stopping times

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  • Klass, Michael J.

Abstract

Let X1,X2,... be i.i.d. mean zero random variables and Sn=X1+...+Xn. For any stopping time T w.r.t. {Xn} let denote a copy of T which is independent of {Xn}. We exhibit a family of distributions and stopping times T such that and yet Emax1

Suggested Citation

  • Klass, Michael J., 2009. "A denormalized U-statistic which cannot be decoupled from some associated stopping times," Statistics & Probability Letters, Elsevier, vol. 79(13), pages 1509-1511, July.
  • Handle: RePEc:eee:stapro:v:79:y:2009:i:13:p:1509-1511
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