Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/102826
Title: An edgeworth expansion for U-statistics with weakly dependent observations
Authors: Loh, W.-L. 
Keywords: Edgeworth expansion
U-statistics
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
URI: http://scholarbank.nus.edu.sg/handle/10635/102826
ISSN: 10170405
Appears in Collections:Staff Publications

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