機率研討會
主講者: | Prof. Herold Dehling (Ruhr-Universitaet Bochum) |
講題: | Asymptotic Distribution of U-Statistics and U-Processes of Dependent Data |
時間: | 2008-02-18 (Mon.) 14:10 - 15:30 |
地點: | |
Abstract: | U-statistics were introduced in the late 1940s independently by Paul Halmos and Wassili Hoeffding as generalizations of the sample mean. In our talk we will first give a survey of large sample theory for U-statistics of independent data, with special emphasis on the so-called degenerate case. Motivated e.g. by chaotic dynamical systems models for time series, there has lately been a lot of interest in U-statistics and empirical U-processes of dependent observations. We will report on some recent work in this area. |
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