Please use this identifier to cite or link to this item:
Title: An edgeworth expansion for U-statistics with weakly dependent observations
Authors: Loh, W.-L. 
Keywords: Edgeworth expansion
Weak dependence
Issue Date: 1996
Source: Loh, W.-L. (1996). An edgeworth expansion for U-statistics with weakly dependent observations. Statistica Sinica 6 (1) : 171-186. ScholarBank@NUS Repository.
Abstract: Under mild conditions, an Edgeworth expansion with remainder o(N-1/2) is established for a U-statistic with a kernel h of degree two using weakly dependent observations. The ease of verifying these conditions is discussed in the context of three rather natural examples.
Source Title: Statistica Sinica
ISSN: 10170405
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

checked on Jan 13, 2018

Google ScholarTM


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.