Abstract
Extending the results of Gombay and Horvath (1998), we obtain a limit theorem for the maximum of standardized degenerate U-statistics defined by some absolutely regular sequences.
| Original language | English |
|---|---|
| Pages (from-to) | 217-230 |
| Number of pages | 14 |
| Journal | Dynamics of Continuous, Discrete and Impulsive Systems Series A: Mathematical Analysis |
| Volume | 23 |
| Issue number | 3 |
| Publication status | Published - 2016 Jan 1 |
| Externally published | Yes |
Keywords
- Absolutely regular sequence
- Standardized U-statistics
- U-statistics
- Weak convergence
- Weakly dependent random variable
ASJC Scopus subject areas
- Analysis
- Discrete Mathematics and Combinatorics
- Applied Mathematics