On integrability in the LIL for degenerateU-statistics |
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Authors: | Evarist Giné Cun-Hui Zhang |
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Affiliation: | (1) Departments of Mathematics and Statistics, University of Connecticut, 06269 Storrs, Connecticut;(2) Department of Statistics, Hill Center, Rutgers University, Busch Campus, 08855 Piscataway, New Jersey |
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Abstract: | It is shown by example that square integrability of the kennelh of a completely degenerateU-statistic is not a necessary condition for the law of the iterated logarithm to hold. Necessary integrability conditions are given onh which are in a sense the strongest possible. Sufficient conditions for a degenerateU-statistic of order 2 to satisfy the LIL, weaker than square integrability of the kernel, are also given.Research partially supported by NSF Grant No. DMS-93-00725. Part of this author's work was done at the University of Bielefeld, supported by the Deutsche Forschungsgemeinshaft, Sonderforschungbereich 343, Diskrete Structuren in der Mathematik.Research partially supported by the Army Research Office and the National Security Agency. |
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Keywords: | Law of the iterated logarithm completely degenerate (or canonical)U-statistics |
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