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Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric

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  • Tasos C. Christofides
  • Charalambos Charalambous

Abstract

In this paper we obtain the distance between U-statistics and a normal random variable by utilizing Zolotarev’s ideal metric. The results are for U-statistics based on i.i.d random variables as well as for U-statistics based on negatively associated random variables. Corresponding results are also investigated for the related class of von Mises statistics.

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  • Tasos C. Christofides & Charalambos Charalambous, 2023. "Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(12), pages 4083-4102, June.
    • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:12:p:4083-4102
    DOI: 10.1080/03610926.2021.1986533
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