文章基本信息

标题：Multivariate generalized linear-statistics of short range dependent data
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作者：Svenja Fischer ; Roland Fried ; Martin Wendler 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2016
卷号：10
期号：1
页码：646-682
DOI：10.1214/16-EJS1124
语种：English
出版社：Institute of Mathematical Statistics
摘要：Generalized linear ($GL$-) statistics are defined as functionals of an $U$-quantile process and unify different classes of statistics such as $U$-statistics and $L$-statistics. We derive a central limit theorem for $GL$-statistics of strongly mixing sequences and arbitrary dimension of the underlying kernel. For this purpose we establish a limit theorem for $U$-statistics and an invariance principle for $U$-processes together with a convergence rate for the remaining term of the Bahadur representation.