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On the central limit theorem for U-statistics under absolute regularity

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  • Arcones, Miguel A.

Abstract

We prove the central limit theorem for U-statistics whose underlying sequence of random variables satisfies an absolute regularity condition under optimal assumptions.

Suggested Citation

  • Arcones, Miguel A., 1995. "On the central limit theorem for U-statistics under absolute regularity," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 245-249, August.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:3:p:245-249
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    References listed on IDEAS

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    1. Eberlein, Ernst, 1984. "Weak convergence of partial sums of absolutely regular sequences," Statistics & Probability Letters, Elsevier, vol. 2(5), pages 291-293, October.
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    Cited by:

    1. Brendan K. Beare, 2010. "Copulas and Temporal Dependence," Econometrica, Econometric Society, vol. 78(1), pages 395-410, January.
    2. Kristensen, Dennis, 2010. "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, vol. 156(2), pages 239-259, June.
    3. Jorge H. del Castillo-Spíndola, 2006. "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(2), pages 275-297.
    4. Kristensen, Dennis, 2004. "Estimation in two classes of semiparametric diffusion models," LSE Research Online Documents on Economics 24739, London School of Economics and Political Science, LSE Library.
    5. Zacharias Psaradakis & Marián Vávra, 2022. "Using Triples to Assess Symmetry Under Weak Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1538-1551, October.
    6. Sankar, Subhra & Bergsma, Wicher & Dassios, Angelos, 2017. "Testing independence of covariates and errors in nonparametric regression," LSE Research Online Documents on Economics 83780, London School of Economics and Political Science, LSE Library.
    7. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.

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