CONDITIONAL U-STATISTICS FOR DEPENDENT RANDOM-VARIABLES

Authors
Citation
M. Harel et Ml. Puri, CONDITIONAL U-STATISTICS FOR DEPENDENT RANDOM-VARIABLES, Journal of Multivariate Analysis, 57(1), 1996, pp. 84-100
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
0047259X
Volume
57
Issue
1
Year of publication
1996
Pages
84 - 100
Database
ISI
SICI code
0047-259X(1996)57:1<84:CUFDR>2.0.ZU;2-Y
Abstract
W. Stute (Ann. Probab. 19. No. 2 (1991), 812-825) introduced a class o f so-called U-statistics, which may be viewed as a generalization of t he Nadaraya-Watson estimates of a regression function. In this paper, we extend the results from the independent case to the dependent case. (C) 1996 Academic Press, Inc.