RESAMPLING U-STATISTICS USING P-STABLE LAWS

被引：9

作者：

DEHLING, H

DENKER, M

WOYCZYNSKI, WA

机构：

[1] BOSTON UNIV, BOSTON, MA 02215 USA

[2] UNIV GOTTINGEN, W-3400 GOTTINGEN, GERMANY

[3] INDIANA UNIV, BLOOMINGTON, IN 47401 USA

[4] CASE WESTERN RESERVE UNIV, CLEVELAND, OH 44106 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1990年 / 34卷 / 01期

关键词：

normal domain of attraction of the p-stable law; p-stable multiple stochastic integral; U-statistic; weak convergence;

D O I：

10.1016/0047-259X(90)90057-O

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：

It is well known that symmetric statistics based on a kernel with finite second moment have a limit law which can be described by a multiple Wiener-Ito integral. However, if the kernel has less than second moments, no weak limit law holds in general. In the present paper we show that by a suitable change of the empirical process this process has a p-stable multiple integral as its limit. © 1990.

引用

页码：1 / 13

页数：13

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