ASYMPTOTIC DISTRIBUTIONS OF WEIGHTED U-STATISTICS OF DEGREE-2

• 成果类型: Article
• 署名作者: ONEIL, KA; REDNER, RA
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989286
• 发表日期: 1993
• 页码: 1159-1169
• 关键词: symmetric statistics; systems

摘要

The limiting distribution of weighted U-statistics of degree 2 is found for a wide class of weights, including uniform weights. Nonnormal limits can occur for both degenerate and nondegenerate kernels. A compact expression is given for the cumulants of the distribution. Incomplete and randomly weighted U-statistics are also analyzed.