Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Teppei Ogihara, Yuta Koike

2008/01/09

16:20-17:30   Room #122 (Graduate School of Math. Sci. Bldg.)
金川 秀也 (武蔵工業大学)
Parameter estimated standardized U-statistics with degenerate kernel for weakly dependent random variables
[ Abstract ]
In this paper, extending the results of Gombay and Horv'{a}th (1998), we prove limit theorems for the maximum of standardized degenerate U-statistics defined by some absolutely regular sequences or functionals of them.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/14.html