On the convergence of \(U\)-statistics with stable limit distribution (Q1209882)
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scientific article; zbMATH DE number 168715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of \(U\)-statistics with stable limit distribution |
scientific article; zbMATH DE number 168715 |
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On the convergence of \(U\)-statistics with stable limit distribution (English)
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16 May 1993
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Weak sufficient conditions are given to ensure the convergence of the distribution of suitably normalized \(U\)-statistics to an \(\alpha\)-stable distribution, \(1<\alpha\leq 2\). The proofs use Hoeffding's decomposition for \(U\)-statistics. For a subset of cases covered by the above result a rate of convergence is given which is of the same order as the rate obtained for similar stable limit results for sums of independent and identically distributed random variables.
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slowly varying function
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stable distribution
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Hoeffding's decomposition for \(U\)-statistics
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convergence of the distribution
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