Summary
Weak and strong representations are proved for two classes of trimmed U-statistics, generalizing the trimmed mean. Applications of the strong representation theorems include laws of iterated logarithm and invariance principles for trimmed U-statistics.
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Gijbels, I., Janssen, P. & Veraverbeke, N. Weak and strong representations for trimmed U-statistics. Probab. Th. Rel. Fields 77, 179–194 (1988). https://doi.org/10.1007/BF00334036
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DOI: https://doi.org/10.1007/BF00334036
Keywords
- Stochastic Process
- Probability Theory
- Statistical Theory
- Representation Theorem
- Invariance Principle