Seminar at SMU Delhi
June 18, 2015 (Thursday) ,
3:30 PM at Webinar
Indian Statistical Institute, Delhi
U-statistics for associated random variables.
Abstract of Talk
A form of positive dependence that can occur between random variables is association. In this talk, we discuss the limiting behaviour of U-statistics based on such dependent observations. In particular, we look at U-statistics with kernels of bounded Hardy-Krause variation. As an application we obtain the asymptotic distribution of Gini's mean difference and discuss some simulation results to illustrate the asymptotic normality of the statistic under the dependent setup. We also review some basic probabilistic results and examples of associated random variables.