Asymptotic distributions of degenerated U-statistics
A degenerated U-statistic with rank 2 is known to converge in distribution to a weighted sum of independent chi-square random variables. However, a result for the asymptotic distribution of a degenerated U-statistic with rank higher than 2 is not available in the literature. We derive explicitly the asymptotic distribution of a degenerated U-statistic with any rank, which is useful for hypothesis testing when the test statistic is a degenerated U-statistic under null hypothesis. Interestingly, the limit for a degenerated U-statistic with rank higher than 2 is a weighted sum of independent polynomials of the standard normal random variables.
Authors
- Jun Shao (ORCID: https://orcid.org/0000-0002-0943-1179)
Institutions
- University of Wisconsin–Madison (US)
Publication Details
- Journal
- Statistical Theory and Related Fields
- Published
- 2025-10-02
- DOI
- https://doi.org/10.1080/24754269.2025.2579414
- Citations
- 1
- Primary Topic
- Random Matrices and Applications
- Type
- article
- Field-Weighted Citation Impact
- 2.63