Economical algorithms for simulating random variables
β Scribed by Yu.G. Polyak
- Publisher
- Elsevier Science
- Year
- 1968
- Weight
- 68 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0041-5553
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π SIMILAR VOLUMES
W. Stute (Ann. Probab. 19, No. 2 (1991), 812 825) introduced a class of so-called U-statistics, which may be viewed as a generalization of the Nadaraya Watson estimates of a regression function. In this paper, we extend the results from the independent case to the dependent case.
## Abstract In this paper we consider the asymptotic distribution of linear rankβstatistics allowing certain dependencies between the random variables. General theorems will be given, from which the results contained in SEN (1967a, 1967b, 1968), MEHRA/SEN (1969) and PURI/SEN (1971) can be derived.