Maximal inequalities and convergence results for generalized U- statistics

DOI10.1016/0378-3758(90)90048-YzbMath0693.62022OpenAlexW2094065723MaRDI QIDQ908622

Robert J. Serfling, Tasos C. Christofides

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90048-y

zbMATH Keywords

rate of convergencestrong law of large numbersinvariance principleKolmogorov-type inequalityfirst moment conditionforward martingale representationgeneralized U-statisticsreverse martingale structure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Nonparametric inference (62G99)

Related Items (4)

Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics ⋮ Multiple change-point estimation with U-statistics ⋮ ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS ⋮ A central limit theorem for two-sample U-processes

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• Consistency and Unbiasedness of Certain Nonparametric Tests

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