Abstract
It is shown that under appropriate conditions the sth cumulant of a von Mises statistic or a U (or V) statistic is O(n -s+1 ), s ≥ 2, as the sample size n goes to infinity. A possible route toward the derivation of an asymptotic expansion of the characteristic function is indicated.
Original language | English (US) |
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Title of host publication | Probability Theory and Extreme Value Theory |
Publisher | De Gruyter Mouton |
Pages | 54-62 |
Number of pages | 9 |
Volume | 2 |
ISBN (Electronic) | 9783110917826 |
ISBN (Print) | 9789067643856 |
State | Published - Jul 11 2011 |
Keywords
- Edgeworth expansion
- U-statistics
- V-Statistics
ASJC Scopus subject areas
- General Mathematics