On limiting distribution of U-statistics based on associated random variables

Authors

Mansi Garg, Indian Statistical Institute (Delhi Centre)
Isha Dewan, Indian Statistical Institute (Delhi Centre)

Article Type

Research Article

Publication Title

Statistics and Probability Letters

Abstract

Let {Xn,n≥1} be a sequence of stationary associated random variables. We discuss another set of conditions under which a central limit theorem for U-statistics based on {Xn,n≥1} holds. We look at U-statistics based on differentiable kernels of degree 2 and above. As applications, we discuss consistent estimators of second, third and fourth central moments, and estimators of skewness and kurtosis based on them.

First Page

7

Last Page

16

DOI

10.1016/j.spl.2017.08.016

Publication Date

1-1-2018

Comments

All Open Access, Green

Recommended Citation

Garg, Mansi and Dewan, Isha, "On limiting distribution of U-statistics based on associated random variables" (2018). Journal Articles. 1612.
https://digitalcommons.isical.ac.in/journal-articles/1612