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The LLN and CLT for U-statistics under cross-sectional dependence

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  • Yiguo Sun

Abstract

In this paper we establish the law of large numbers (LLN) and central limit theorem (CLT) for second-order kernel-weighted U-statistics of cross-sectionally dependent variables. To illustrate the usefulness of our theorems, we apply the new LLN and CLT to nonparametric model misspecification testing in spatial regression framework. Monte Carlo simulations are used to assess the finite sample performance of our test statistic.

Suggested Citation

  • Yiguo Sun, 2020. "The LLN and CLT for U-statistics under cross-sectional dependence," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(1), pages 201-224, January.
    • Handle: RePEc:taf:gnstxx:v:32:y:2020:i:1:p:201-224
    DOI: 10.1080/10485252.2019.1711378
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