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Some asymptotics for U-statistics |
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| Authors: | C.S. Withers |
| Affiliation: | Applied Mathematics Division , D.S.I.R, Wellington, New Zealand |
| Abstract: | We consider a one-sample U-statistic with kernel of dimension 2. We obtain its asymptotic bias and skewness and its Edgeworth and Cornish-Fisher type expansions. We also consider in less detail the one sample U-statistic with kernel of arbitrary dimension. |
| Keywords: | U-statistics bias skewness Edgeworth expansion |