Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations

DOI10.1016/J.SPL.2009.06.012zbMath1386.60105OpenAlexW1968890611MaRDI QIDQ731945

Olimjon Sh. Sharipov, Herold G. Dehling

Publication date: 9 October 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.06.012

zbMATH Keywords

\(U\)-statisticsMarcinkiewicz-Zygmund strong law of large numbers

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (4)

Limit theorems for U-statistics of Bernoulli data ⋮ Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators ⋮ Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data ⋮ A Projection-Based Nonparametric Test of Conditional Quantile Independence

Cites Work

• Unnamed Item
• Convergence rates in the strong law for bounded mixing sequences
• On \(L^p\)-convergence of \(U\)-statistics
• On the Marcinkiewicz-Zygmund strong law for \(U\)-statistics
• The law of large numbers for \(U\)-statistics under absolute regularity
• The strong law of \(U\)-statistics with \(\varphi\)-mixing samples
• A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Strong laws for 𝐿- and 𝑢-statistics
• Moment Inequalities for the Maximum Cumulative Sum
• Limiting Behavior of Posterior Distributions when the Model is Incorrect

This page was built for publication: Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations