On the order of magnitude of cumulants of von Mises functionals and related statistics

Rabindra N Bhattacharya; M. L. Puri

On the order of magnitude of cumulants of von Mises functionals and related statistics

Rabindra N Bhattacharya
, M. L. Puri

Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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)
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

Cite this

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KW - U-statistics

KW - V-Statistics

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BT - Probability Theory and Extreme Value Theory

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ER -

On the order of magnitude of cumulants of von Mises functionals and related statistics

Abstract

Keywords

ASJC Scopus subject areas

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