CONDITIONAL U-STATISTICS

成果类型:
Article
署名作者:
STUTE, W
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176990452
发表日期:
1991
页码:
812-825
关键词:
摘要:
We introduce a class of so-called conditional U-statistics, which generalize the Nadaraya-Watson estimate of a regression function in the same way as Hoeffding's classical U-statistic is a generalization of the sample mean. Asymptotic normality and weak and strong consistency are proved.