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Statistica Sinica 6(1996), 171-186


AN EDGEWORTH EXPANSION FOR U-STATISTICS

WITH WEAKLY DEPENDENT OBSERVATIONS


Wei-Liem Loh


Purdue University and National University of Singapore


Abstract: Under mild conditions, an Edgeworth expansion with remainder o(N -1/2) is established for a U-statistic with a kernel h of degree two using weakly dependent observations. The ease of verifying these conditions is discussed in the context of three rather natural examples.



Key words and phrases: Edgeworth expansion, U-statistics, weak dependence.



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