NDLI: Invariance principles for U-statistics and von mises functionals

Content Provider	Semantic Scholar
Author	Babbel, Beate
Copyright Year	1989
Abstract	Abstract In this paper Filippova's approach is used to derive the limiting distribution for von Mises functionals and U-statistics of weakly dependent processes. First, a multiple stochastic integral with respect to a Kiefer process is defined via approximation by step functions in a suitable norm. Then, proving a maximal inequality for U-statistics, some well known facts about weak convergence can be applied to obtain a weak invariance principle for von Mises functionals and U-statistics. The same method can be used to prove multidimensional results.
Starting Page	337
Ending Page	354
Page Count	18
File Format	PDF HTM / HTML
DOI	10.1016/0378-3758(89)90099-2
Alternate Webpage(s)	http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1982_1404.pdf
Alternate Webpage(s)	http://www.stat.ncsu.edu/library/mimeo.archive/ISMS_1982_1404.pdf
Alternate Webpage(s)	https://doi.org/10.1016/0378-3758%2889%2990099-2
Volume Number	22
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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