Search

Your search keyword '"Wiener process"' showing total 1 results

Refine your results

1 results on '"Wiener process"'

1. Invariance Principles for Products of U -Statistics Without Variance.

Author

Fu, Ke-Ang

Subjects
*MATHEMATICAL symmetry, *SAMPLE variance, *KERNEL functions, *COMPLEX variables, *WIENER processes, *U-statistics
Abstract

Let be a U-statistic based on a kernel function h(x 1, x 2) and independent and identically distributed samples {X n ; n ≥ 1}. The author obtained a weak invariance principle and a strong functional limit theorem for the products of when may be infinite. Moreover, the author also applies the results to the sample variance and the Gini's mean difference, and obtain the limiting properties of their products. [ABSTRACT FROM AUTHOR]

Published
2012
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results