On the consistency of incomplete U-statistics under infinite second-order moments

DOI10.1016/j.spl.2022.109714OpenAlexW4306318795MaRDI QIDQ2105385

Alexander Dürre, Davy Paindaveine

Publication date: 8 December 2022

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

Full work available at URL: https://arxiv.org/abs/2112.14666

zbMATH Keywords

convergence ratesconsistencyincomplete U-statisticsmoment assumptions

Mathematics Subject Classification ID

Parametric inference (62Fxx) Limit theorems in probability theory (60F99) Statistical distribution theory (62Exx)

Related Items (1)

Affine-equivariant inference for multivariate location under \({L_p}\) loss functions

Cites Work

• Strong law of large numbers for weighted \(U\)-statistics: Application to incomplete \(U\)-statistics
• Reduced U-statistics and the Hodges-Lehmann estimator
• A central limit theorem for incomplete U-statistics over triangular arrays
• Randomized incomplete \(U\)-statistics in high dimensions
• Approximation Theorems of Mathematical Statistics
• The asymptotic distributions of incomplete U-statistics
• Some properties of incomplete U-statistics
• Asymptotic Statistics
• On Incomplete U-Statistics Having Minimum Variance
• A Class of Statistics with Asymptotically Normal Distribution

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