Theory of U-Statistics

The theory of U-statistics goes back to the fundamental work of Hoeffding [1], in which he proved the central limit theorem. During last forty years the interest to this class of random variables has been permanently increasing, and thus, the new intensively developing branch of probability theory h...

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Bibliographic Details
Main Authors: Korolyuk, Vladimir S., Borovskich, Y.V. (Author)
Format: eBook
Language:English
Published: Dordrecht Springer Netherlands 1994, 1994
Edition:1st ed. 1994
Series:Mathematics and Its Applications
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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245 0 0 |a Theory of U-Statistics  |h Elektronische Ressource  |c by Vladimir S. Korolyuk, Y.V. Borovskich 
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260 |a Dordrecht  |b Springer Netherlands  |c 1994, 1994 
300 |a X, 554 p  |b online resource 
505 0 |a 1. Basic Definitions and Notions -- 2. General Inequalities -- 3. The Law of Large Numbers -- 4. Weak Convergence -- 5. Functional Limit Theorems -- 6. Approximation in Limit Theorems -- 7. Asymptotic Expansions -- 8. Probabilities of Large Deviations -- 9. The Law of Iterated Logarithm -- 10. Dependent Variables -- Historical and bibliographical notes -- References 
653 |a Statistical Theory and Methods 
653 |a Statistics  
653 |a Mathematical statistics / Data processing 
653 |a Statistics and Computing 
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490 0 |a Mathematics and Its Applications 
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520 |a The theory of U-statistics goes back to the fundamental work of Hoeffding [1], in which he proved the central limit theorem. During last forty years the interest to this class of random variables has been permanently increasing, and thus, the new intensively developing branch of probability theory has been formed. The U-statistics are one of the universal objects of the modem probability theory of summation. On the one hand, they are more complicated "algebraically" than sums of independent random variables and vectors, and on the other hand, they contain essential elements of dependence which display themselves in the martingale properties. In addition, the U -statistics as an object of mathematical statistics occupy one of the central places in statistical problems. The development of the theory of U-statistics is stipulated by the influence of the classical theory of summation of independent random variables: The law of large num­ bers, central limit theorem, invariance principle, and the law of the iterated logarithm we re proved, the estimates of convergence rate were obtained, etc