Open Access
March, 1980 An Edgeworth Expansion for $U$-Statistics
H. Callaert, P. Janssen, N. Veraverbeke
Ann. Statist. 8(2): 299-312 (March, 1980). DOI: 10.1214/aos/1176344955

Abstract

It is shown that, under some regularity conditions on the kernel, a one-sample $U$-statistic with kernel of degree two admits an asymptotic expansion with remainder term $o(N^{-1})$.

Citation

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H. Callaert. P. Janssen. N. Veraverbeke. "An Edgeworth Expansion for $U$-Statistics." Ann. Statist. 8 (2) 299 - 312, March, 1980. https://doi.org/10.1214/aos/1176344955

Information

Published: March, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0428.62016
MathSciNet: MR560731
Digital Object Identifier: 10.1214/aos/1176344955

Subjects:
Primary: 60F05
Secondary: 62E20

Keywords: $U$-statistic , asymptotic expansion , Gini's mean difference , sample variance

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 2 • March, 1980
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