Available in electronic format
Available in print format
Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN: 1547-7363(e) 0094-9000(p)
     

The convergence of $U$-statistics and von Mises functionals in the mean metric

Author(s): Sh. Sharakhmetov
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 68 (2003).
Journal: Theor. Probability and Math. Statist. No. 68 (2004), 167-172.
MSC (2000): Primary 60F05
Posted: May 11, 2004
Retrieve article in: PDF DVI PostScript

Abstract | References | Similar articles | Additional information

Abstract: We prove global limit theorems for $U$-statistics and von Mises functionals. The rate of convergence in these theorems is also obtained.


References:

1.
L. J. Serfling, Approximation theorems of mathematical statistics, Wiley, New York, 1980. MR 82a:62003

2.
V. S. Korolyuk and Yu. V. Borovskikh, Theory of $U$ statistics, ``Naukova dumka", Kiev, 1989; English transl., Kluwer, Dordrecht, 1993. MR 90k:60044

3.
P. K. Sen, Sequential nonparametrics: invariance principles and statistical inference, Wiley, New York, 1981. MR 83c:62128

4.
V. M. Zolotarev, A modern theory of summation of independent random variables, ``Nauka", Moscow, 1986. (Russian) MR 89a:60003

5.
Sh. Sharakhmetov, Global limit theorems for $U$-statistic and von Mises functional, Proceed. 5th Vilnius Conf., Vilnius, 1989. (Russian)

6.
V. M. Kruglov, Global limit theorems, Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI) VIII (1976), 84-101. MR 55:4324

7.
V. V. Petrov, Limit theorems for sums of independent random variables, ``Nauka", Moscow, 1987; English transl., Oxford Univ. Press, Oxford, 1991. MR 88i:60004

8.
R. Michel, On the constant in the nonuniform version of the Berry-Esseen theorem, Z. Wahrscheinlichkeitstheorie verw. Gebiete 55 (1981), 109-117. MR 82c:60042

9.
C. Gini, Di una misura delle relazioni tra le graduatorie di due caratteri, Ludovico Cecehini, Rome, 1914.


Similar Articles:

Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 60F05

Retrieve articles in all Journals with MSC (2000): 60F05


Additional Information:

Sh. Sharakhmetov
Affiliation: Tashkent University for Economics, Uzbekistanskii prospekt 49, Tashkent 700063, Uzbekistan

DOI: 10.1090/S0094-9000-04-00589-7
PII: S 0094-9000(04)00589-7
Received by editor(s): 1/SEP/1999
Posted: May 11, 2004
Copyright of article: Copyright 2004, American Mathematical Society


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2008, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google