TITLE:
Asymptotic Analysis for U-Statistics and Its Application to Von Mises Statistics
AUTHORS:
Timur Zubayraev
KEYWORDS:
U-Statistics, Von Mises Statistics, Symmetric Statistics
JOURNAL NAME:
Open Journal of Statistics,
Vol.1 No.3,
October
20,
2011
ABSTRACT: Let - be i.i.d. random variables taking values in a measurable space ( Χ, B ). Let φ1: Χ →□ and φ: Χ2→□ be measurable functions. Assume that φ is symmetric, i.e. φ(x,y)=φ(y.x), for any x,y∈Χ . Consider U-statistic, assuming that Eφ1(Χ)=0, Eφ(x, X)=0 for all x∈X, Eφ2(x,X)φ21(X)N=supx|F(x)-F0(x)-F1(x)|, where F is a distribution function of T and F0 , F1 are its limiting distribution function and Edgeworth correction respectively. Applications of these results are also provided for von Mises statistics case.