Central limit theorem for U-statistics of associated random variables (Q1613035)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Central limit theorem for U-statistics of associated random variables |
scientific article; zbMATH DE number 1796711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for U-statistics of associated random variables |
scientific article; zbMATH DE number 1796711 |
Statements
Central limit theorem for U-statistics of associated random variables (English)
0 references
5 September 2002
0 references
Let \(\{X_n;n\geq 1\}\) be a sequence of stationary associated random variables, that is, for every \(k\) and for every pair of \(k\)-variate functions \(h(x_1, \dots,x_k)\) and \(g(x_1, \dots,x_k)\), which are non-decreasing componentwise, \[ \text{cov} \bigl(h(X_1, \dots,X_k), g(X_1,\dots,X_k) \bigr)\geq 0 \] whenever it is finite. The authors establish a central limit theorem for U-statistics of degree two, based on the above sample, using the Hoeffding decomposition.
0 references
associated random variables
0 references
U-statistic of degree two
0 references
Hoeffding decomposition
0 references
central limit theorem
0 references
0 references