Central Limit Theorems for ReducedU-Statistics Under Dependence and Their Usefulness

DOI10.1111/anzs.12045zbMath1335.60025OpenAlexW2031631613MaRDI QIDQ2803537

Jeongcheol Ha, Cheolyong Park, Tae Yoon Kim, Sun Young Hwang, Zhi-Ming Luo

Publication date: 2 May 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12045

zbMATH Keywords

central limit theorem\(\alpha\)-mixingnonparametric testreduced \(U\)-statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05)

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Uses Software

• FinTS

Cites Work

• Unnamed Item
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• Reduced U-statistics and the Hodges-Lehmann estimator
• Asymptotic normality for \(U\)-statistics of negatively associated random variables
• The central limit theorem for degenerate variableU-statistics under dependence
• A Simple Estimator of Error Correlation in Non-parametric Regression Models
• ORTHOGONAL EXPANSIONS AND U-STATISTICS
• Some properties of incomplete U-statistics
• Analysis of Financial Time Series
• Asymptotic normality for \(U\)-statistics of associated random variables

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