Central limit theorem for U-statistics of associated random variables (Q1613035)

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scientific article; zbMATH DE number 1796711
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Central limit theorem for U-statistics of associated random variables
scientific article; zbMATH DE number 1796711

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    Central limit theorem for U-statistics of associated random variables (English)
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    5 September 2002
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    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.
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    associated random variables
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    U-statistic of degree two
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    Hoeffding decomposition
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    central limit theorem
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