On the Order of Magnitude of Cumulants of Von Mises Functionals and Related Statistics

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Date

1983-05

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The Annals of Probability

Abstract

It is shown that under appropriate conditions the sth cumulant of a von Mises statistic or a $U$ (or $V$) statistic is $O(n^{-s + 1})$, $s ≥ 2$, as the sample size $n$ goes to infinity. A possible route toward the derivation of an asymptotic expansion of the characteristic function is indicated.

Description

Publisher's, offprint version

Keywords

Statistical theories, Polynomials, Eigenfunctions, Integers, Analyticity, Random variables, Probabilities, Coordinate systems, Mathematical moments

Citation

Puri, M. L. "On the order of magnitude of cumulants of von Mises functionals and related statistics." Annals of Probability (1983), Volume 11 Issue 2, 346-354. Co-author: R.N. Bhattacharya.

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Article