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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 3, Pages 481–504
DOI: https://doi.org/10.4213/tvp3127
(Mi tvp3127)
 

This article is cited in 1 scientific paper (total in 1 paper)

Normal approximation of $U$-statistics in Hilbert space

Yu. V. Borovskikha, M. L. Purib, V. V. Sazonovc

a Petersburg State Transport University
b Indiana University, Department of Mathematics, USA
c Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (878 kB) Citations (1)
Abstract: Let $\{U_n\}$, $n=1,2\ldots$ be Hilbert space $H$-valued $U$-statistics with kernel $\Phi(\cdotp,\cdot)$, corresponding to a sequence of observations (random variables) $X_1,X_2,\ldots\ $. The rate of convergence on balls in the central limit theorem for $\{U_n\}$ is investigated. The obtained estimate is of order $n^{-1/2}$ and depends explicitly on $\mathbb E\|\Phi(X_1,X_2)\|^3$ and on the trace and the first nine eigenvalues of the covariance operator of $\mathbb E(\Phi(X_1,X_2)|X_1)$.
Keywords: $U$-statistic, Hilbert space, central limit theorem, normal (Gaussian) approximation, rate of convergence.
Received: 17.05.1994
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 3, Pages 405–424
DOI: https://doi.org/10.1137/S0040585X97975198
Bibliographic databases:
Language: Russian
Citation: Yu. V. Borovskikh, M. L. Puri, V. V. Sazonov, “Normal approximation of $U$-statistics in Hilbert space”, Teor. Veroyatnost. i Primenen., 41:3 (1996), 481–504; Theory Probab. Appl., 41:3 (1997), 405–424
Citation in format AMSBIB
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\by Yu.~V.~Borovskikh, M.~L.~Puri, V.~V.~Sazonov
\paper Normal approximation of $U$-statistics in Hilbert space
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\yr 1996
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\pages 481--504
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\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 3
\pages 405--424
\crossref{https://doi.org/10.1137/S0040585X97975198}
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  • https://www.mathnet.ru/eng/tvp3127
  • https://doi.org/10.4213/tvp3127
  • https://www.mathnet.ru/eng/tvp/v41/i3/p481
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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