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Invariance Principles for Products of U -Statistics Without Variance.

Authors :
Fu, Ke-Ang
Source :
Communications in Statistics: Theory & Methods. 2012, Vol. 41 Issue 4, p674-683. 10p.
Publication Year :
2012

Abstract

Let be a U-statistic based on a kernel function h(x 1, x 2) and independent and identically distributed samples {X n ; n ≥ 1}. The author obtained a weak invariance principle and a strong functional limit theorem for the products of when may be infinite. Moreover, the author also applies the results to the sample variance and the Gini's mean difference, and obtain the limiting properties of their products. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
41
Issue :
4
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
77190424
Full Text :
https://doi.org/10.1080/03610926.2010.530371