Conditional U -Statistics for Dependent Random Variables

Author: Harel M.   Puri M.L.  

Publisher: Academic Press

ISSN: 0047-259X

Source: Journal of Multivariate Analysis, Vol.57, Iss.1, 1996-04, pp. : 84-100

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Abstract

W. Stute ( Ann. Probab. 19, No. 2 (1991), 812-825) introduced a class of so-called U -statistics, which may be viewed as a generalization of the Nadaraya-Watson estimates of a regression function. In this paper, we extend the results from the independent case to the dependent case.