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.

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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
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article

Asymptotic distributions of degenerated U-statistics

Jun Shao
1 citations
Statistical Theory and Related Fields
Random Matrices and Applications
2.63
article

Asymptotic distributions of degenerated U-statistics

Jun Shao
article en
1 citations

Abstract

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.

Statistical Theory and Related FieldsVol. 9(4)
University of Wisconsin–Madison (US)
Openalex Percentile: Top 8%
Random Matrices and Applications
2.63
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