An invariance principle for reduced U-statistics

DOI10.1007/BF01894745zbMath0606.62036MaRDI QIDQ1084794

Norbert Herrndorf

Publication date: 1986

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176048

zbMATH Keywords

weak convergenceinvariance principletightnessSkorokhod spaceSufficient conditionsreduced U-statistics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Minimum variance rectangular designs for U-statistics. ⋮ DESIGN BASED INCOMPLETE U-STATISTICS ⋮ Incomplete U -statistics of permanent design

Cites Work

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• Reduced U-statistics and the Hodges-Lehmann estimator
• Some properties of incomplete U-statistics
• Two central limit problems for dependent random variables
• Splitting a Single State of a Stationary Process into Markovian States
• Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
• A Class of Statistics with Asymptotically Normal Distribution

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