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https://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 | Citation: | 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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