Strong law of large numbers for \(U\)-statistics of varying order

DOI10.1016/S0167-7152(98)00065-0zbMath0919.60046MaRDI QIDQ1273035

Grzegorz A. Rempała

Publication date: 2 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

complete convergencestrong law of large numbersmartingale differences\(U\)-statistics of varying order

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (2)

Minimum variance rectangular designs for U-statistics. ⋮ Incomplete U -statistics of permanent design

Cites Work

• Nonparametric renewal function estimation
• Elementary symmetric polynomials of increasing order
• Covariances of symmetric statistics
• Strong laws of large numbers for arrays of row-wise independent random variables
• A limit theorem for elementary symmetric polynomials of independent random variables
• Tail probabilities for sums of independent Banach space valued random variables
• On the elementary symmetric polynomials of independent random variables
• Asymptotic behavior of spectral function of empirical covariance matrices
• Complete Convergence and the Law of Large Numbers
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