Sbornik. Mathematics, Tome 27 (1975) no. 4, pp. 554-563
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V. G. Mikhailov. The central limit theorem for nonhomogeneous $U$-statistics of finitely dependent random variables. Sbornik. Mathematics, Tome 27 (1975) no. 4, pp. 554-563. http://geodesic.mathdoc.fr/item/SM_1975_27_4_a6/
@article{SM_1975_27_4_a6,
author = {V. G. Mikhailov},
title = {The central limit theorem for nonhomogeneous $U$-statistics of finitely dependent random variables},
journal = {Sbornik. Mathematics},
pages = {554--563},
year = {1975},
volume = {27},
number = {4},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_1975_27_4_a6/}
}
TY - JOUR
AU - V. G. Mikhailov
TI - The central limit theorem for nonhomogeneous $U$-statistics of finitely dependent random variables
JO - Sbornik. Mathematics
PY - 1975
SP - 554
EP - 563
VL - 27
IS - 4
UR - http://geodesic.mathdoc.fr/item/SM_1975_27_4_a6/
LA - en
ID - SM_1975_27_4_a6
ER -
%0 Journal Article
%A V. G. Mikhailov
%T The central limit theorem for nonhomogeneous $U$-statistics of finitely dependent random variables
%J Sbornik. Mathematics
%D 1975
%P 554-563
%V 27
%N 4
%U http://geodesic.mathdoc.fr/item/SM_1975_27_4_a6/
%G en
%F SM_1975_27_4_a6
In this paper the notion of homogeneous vector-valued $U$-statistic is introduced and a central limit theorem is proved for such statistics of a sequence of finitely dependent random variables, which generalizes analogous results for ordinary $U$-statistics. The convergence of finite-dimensional distributions of some random processes generated by $U$-statistics is also studied. Bibliography: 5 titles.
[1] W. Hoeffding, “A class of statistics with asymptotically normal distribution”, Ann. Math. Statist., 19:3 (1948), 293–325 | DOI | MR | Zbl
[2] R. G. Miller, P. K. Sen, “Weak convergence of $U$-statistics and Von-Mises 'differentiable statistical functions”, Ann. Math. Statist., 43:1 (1972), 31–43 | DOI | MR | Zbl
[3] P. K. Sen, “Weak convergence of generalized $U$-statistics”, Ann. Prob., 2:1 (1974), 90–102 | DOI | MR | Zbl
[5] B. Abdalimov, T. L. Malevich, “O tsentralnoi predelnoi teoreme dlya $U$-statistik”, Sluchainye protsessy i statisticheskie vyvody, vyp. II, izd-vo «Fan», Tashkent, 1972, 3–9