On limiting distribution of U-statistics based on associated random variables

摘要

AbstractLet{Xn,n≥1}be a sequence of stationary associated random variables. We discuss another set of conditions under which a central limit theorem for U-statistics based on{Xn,n≥1}holds. We look at U-statistics based on differentiable kernels of degree 2 and above. As applications, we discuss consistent estimators of second, third and fourth central moments, and estimators of skewness and kurtosis based on them.]]>