An edgeworth expansion for finite-population U-statistics

被引：10
|
作者：
Bloznelis, M
Götze, F
机构：
[1] Vilnius State Univ, Dept Math, LT-2006 Vilnius, Lithuania
[2] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
来源：
BERNOULLI | 2000年 / 6卷 / 04期
关键词：
central limit theorem; Edgeworth expansion; finite population; U-statistic; sampling without replacement;
D O I：
10.2307/3318517
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Suppose that U is a U-statistic of degree 2 based on N random observations drawn without replacement from a finite population. For the distribution of a standardized version of U we construct an Edgeworth expansion with remainder O(N-1) provided that the linear part of the statistic satisfies a Cramer type condition.
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页码：729 / 760
页数：32
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