ASYMPTOTIC DISTRIBUTIONS OF WEIGHTED U-STATISTICS OF DEGREE-2

Authors
ONEIL KA REDNER RA
Citation
Ka. Oneil et Ra. Redner, ASYMPTOTIC DISTRIBUTIONS OF WEIGHTED U-STATISTICS OF DEGREE-2, Annals of probability, 21(2), 1993, pp. 1159-1169
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of probability → ACNP
ISSN journal
00911798
Volume
21
Issue
2
Year of publication
1993
Pages
1159 - 1169
Database
ISI
SICI code
0091-1798(1993)21:2<1159:ADOWUO>2.0.ZU;2-Z
Abstract
The limiting distribution of weighted U-statistics of degree 2 is foun d for a wide class of weights, including uniform weights. Nonnormal li mits can occur for both degenerate and nondegenerate kernels. A compac t expression is given for the cumulants of the distribution. Incomplet e and randomly weighted U-statistics are also analyzed.