Central Limit Theorems for Reduced U-Statistics Under Dependence and Their Usefulness

Central Limit Theorems for Reduced U-Statistics Under Dependence and Their Usefulness

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Article ID: iaor201524992
Volume: 55
Issue: 4
Start Page Number: 387
End Page Number: 399
Publication Date: Dec 2013
Journal: Australian & New Zealand Journal of Statistics
Authors: , , , ,
Keywords: central limit theorem
Abstract:

A reduced U‐statistic is a U‐statistic with its summands drawn from a restricted but balanced set of pairs. In this article, central limit theorems are derived for reduced U‐statistics under α‐mixing, which significantly extends the work of Brown & Kildea in various aspects. It will be shown and illustrated that reduced U‐statistics are quite useful in deriving test statistics in various nonparametric testing problems.

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