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The Diagram Formula for Products of Degenerate U-Statistics

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Part of the Lecture Notes in Mathematics book series (LNM,volume 2079)

Abstract

There is a natural analogue of the diagram formula for the products of Wiener–Itô integrals both for the products of multiple integrals with respect to normalized empirical measures and for the products of degenerate U-statistics. These two results are closely related. In this work the diagram formula for the products of degenerate U-statistics is discussed in detail.

Keywords

  • Diagram Formula
  • Multiple Random Integrals
  • Open Chain
  • Hoeffding Decomposition
  • Regular Diagram

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. P. Major, An estimate about multiple stochastic integrals with respect to a normalized empirical measure. Stud. Scientarum Mathematicarum Hung. 42(3), 295–341 (2005)

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© 2013 Springer-Verlag Berlin Heidelberg

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Major, P. (2013). The Diagram Formula for Products of Degenerate U-Statistics. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_11

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