A Note on U-Statistics
Jana Klicnarová

Language: en
Last modified: 2015-04-07


In economic applications, we very often need to use any statistic test. Large area of the test statistics can be viewed as so-called U-statistics. The aim of this paper is to introduce the U-statistics and to study asymptotics of these statistics. The classical results on asymptotics for U-statistics usually suppose an independent sample. In fact, the condition of independence is very often violet in economic applications, so in the paper, we are interested in asymptotics both  in case of independent and non-independent observations.


U-statistics; dependent observations

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