One-term Edgeworth expansion for finite population U-statistics of degree two

被引:6
|
作者
Bloznelis, M
Götze, F
机构
[1] Vilnius State Univ, LT-2006 Vilnius, Lithuania
[2] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
关键词
Edgeworth expansion; finite population; U-statistic;
D O I
10.1023/A:1006317230342
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
By means of Hoeffding's decomposition, we represent a finite population U-statistic of degree two by the sum of a linear and a quadratic part. Assuming that the linear part is nondegenerate, we prove the validity of one-term Edgeworth expansion for the distribution function of the statistic under the optimal (minimal) conditions on the linear part and 2 + delta moment condition on the quadratic part. No condition is imposed on the ratio N / n, where N, respectively n, denotes the sample size respectively the population size.
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页码:75 / 90
页数:16
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