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The Edgeworth Expansion for $U$-Statistics of Degree Two

The Annals of StatisticsPublished 1 December 1986Open access
P. J. Bickel, Friedrich Götze, W. R. van Zwet
Citations105
SJR quartileQ1
SJR score4.77
SNIP3.13
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Abstract

An Edgeworth expansion with remainder $o(N^{-1})$ is established for a $U$-statistic with a kernel $h$ of degree 2. The assumptions involved appear to be very mild; in particular, the common distribution of the summands $h(X_i, X_j)$ is not assumed to be smooth.

Keywords

Mathematics