Resampling U-statistics using p-stable laws
It is well known that symmetric statistics based on a kernel with finite second moment have a limit law which can be described by a multiple Wiener-Ito integral. However, if the kernel has less than second moments, no weak limit law holds in general. In the present paper we show that by a suitable change of the empirical process this process has a p-stable multiple integral as its limit.
Year of publication: |
1990
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Authors: | Dehling, Herold ; Denker, Manfred ; Woyczynski, Wojbor A. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 34.1990, 1, p. 1-13
|
Publisher: |
Elsevier |
Keywords: | U-statistic weak convergence normal domain of attraction of the p-stable law p-stable multiple stochastic integral |
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