An edgeworth expansion for finite-population U-statistics

被引：10

作者：

Bloznelis, M

Götze, F

机构：

[1] Vilnius State Univ, Dept Math, LT-2006 Vilnius, Lithuania

[2] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany

来源：

BERNOULLI | 2000年 / 6卷 / 04期

关键词：

central limit theorem; Edgeworth expansion; finite population; U-statistic; sampling without replacement;

D O I：

10.2307/3318517

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Suppose that U is a U-statistic of degree 2 based on N random observations drawn without replacement from a finite population. For the distribution of a standardized version of U we construct an Edgeworth expansion with remainder O(N-1) provided that the linear part of the statistic satisfies a Cramer type condition.

引用

页码：729 / 760

页数：32

共 29 条

[1] ASYMPTOTIC EXPANSIONS FOR POWER OF DISTRIBUTION FREE TESTS IN ONE-SAMPLE PROBLEM [J].