RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1982 Volume 27, Issue 2, Pages 369–373 (Mi tvp2363)

This article is cited in 2 papers

Short Communications

More precise form of the central limit theorem for $U$-statistics of $m$-dependent variables

T. L. Malevič, Â. Abdalimov

Taškent

Abstract: Let $X_1,X_2,\dots$ be a stationary sequence of $m$-dependent random variables and let $\Phi(x_1,\dots,x_r)$ be a symmetric function. For the distribution of the $U$-statistics
$$ U_n=(C_n^r)^{-1}\sum_{1\le i_1<\dots<i_r\le n}\Phi(X_{i_1},\dots,X_{i_r}) $$
the rate of convergence to the normal law is investigated.

Received: 20.07.1980


 English version:
Theory of Probability and its Applications, 1983, 27:2, 391–396

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024