Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129625 | Statistics & Probability Letters | 2018 | 10 Pages |
Abstract
Let {Xn,nâ¥1} be a sequence of stationary associated random variables. We discuss another set of conditions under which a central limit theorem for U-statistics based on {Xn,nâ¥1} holds. We look at U-statistics based on differentiable kernels of degree 2 and above. As applications, we discuss consistent estimators of second, third and fourth central moments, and estimators of skewness and kurtosis based on them.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mansi Garg, Isha Dewan,