Wald's equation for a class of denormalized \(U\)-statistics

DOI10.1214/AOP/1176989285zbMath0784.60039OpenAlexW2036510055WikidataQ101201648 ScholiaQ101201648MaRDI QIDQ686789

Victor H. de la Peña, Yuan-Shih Chow, Henry Teicher

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989285

zbMATH Keywords

stopping time\(U\)-statisticsWald's equation

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)

Related Items (5)

Moments of randomly stopped sums -- revisited ⋮ A denormalized \(U\)-statistic which cannot be decoupled from some associated stopping times ⋮ Moments of randomly stopped \(U\)-statistics ⋮ Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics ⋮ On Wald's equation for \(U\)-statistical sums

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