Open Access
April, 1991 Conditional $U$-Statistics
Winfried Stute
Ann. Probab. 19(2): 812-825 (April, 1991). DOI: 10.1214/aop/1176990452

Abstract

We introduce a class of so-called conditional $U$-statistics, which generalize the Nadaraya-Watson estimate of a regression function in the same way as Hoeffding's classical $U$-statistics is a generalization of the sample mean. Asymptotic normality and weak and strong consistency are proved.

Citation

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Winfried Stute. "Conditional $U$-Statistics." Ann. Probab. 19 (2) 812 - 825, April, 1991. https://doi.org/10.1214/aop/1176990452

Information

Published: April, 1991
First available in Project Euclid: 19 April 2007

zbMATH: 0770.60035
MathSciNet: MR1106287
Digital Object Identifier: 10.1214/aop/1176990452

Subjects:
Primary: 60F05
Secondary: 60F15 , 62J99

Keywords: asymptotic normality , Conditional $U$-statistics , smoothing , strong convergence

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 2 • April, 1991
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