- Research Article
- Open Access
© Ke-Ang Fu. 2010
- Received: 18 September 2009
- Accepted: 18 January 2010
- Published: 2 February 2010
- Convergence Rate
- Limit Theorem
- Error Variance
- Central Limit
- Central Limit Theorem
This class of -statistics was introduced by Hoeffding  and Halmos  in the 1940s, and we have witnessed a rapid development in asymptotic theory of -statistics since then (see Koroljuk and Borovskich  and Serfling  for more details).
It is well known that, initiating from the work of Gut and Spătaru , many authors devoted themselves to the research of precise asymptotics. Recently, Zhou et al.  studied the precise asymptotics of a special kind of statistics, which includes the U-statistics, Von-Mises statistics, linear processes, moving average processes, error variance estimates in linear models and power sums. One of their main results is as follows, which reflects the exact probability convergence rate in the law of the iterated logarithm.
Theorem 1 A.
Since Theorem A requires a strong condition, that is, Yan and Su  investigated the precise asymptotics of -statistics under minimal conditions and got the following result.
Theorem 1 B.
On the other hand, for the i.i.d. sequence it is noted that Chow  first introduced the well-known complete moment convergence and gave the result as follows.
Theorem 1 C.
Here we consider the moment convergence rates of U-statistic in the law of the iterated logarithm, extending the results of Zhou et al.  and Yan and Su  for exact probability convergence rates and reflecting the convergence rates of the law of the iterated logarithm more directly.
By some modifications, we can get the following result easily.
Note that in our theorem, we assume which is stronger than the condition imposed by Yan and Su , and required only to use a moment bound of Chen  given in Lemma 2.1. However, the assumption in Yan and Su  is weakened.
Note that readily implies Thus without loss of generality, assume In the sequel, let denote a positive constant whose value possibly varies from place to place and the notation of means the integer part of
Lemma (Chen ).
Lemma (Stout ).
In what follows, for and we set The proof is very much modeled for proving results in the area of precise asymptotics, and hence Theorem 1.1 follows immediately by applying the following propositions.
Hence (2.6) holds true.
Proof of Theorem 1.1.
Theorem 1.1 follows from Propositions 2.3–2.6 by using the triangle inequality immediately.
By some simple modifications, Theorem 1.3 can be got similarly. For completeness, we state the similar Propositions 3.1–3.4 in the following without details.
This project is supported by National Natural Science Foundation of China (10901138), the Introduction Talent Foundation of Zhejiang Gongshang University (1020XJ200961), and the Research Grant of Zhejiang Gongshang University (X10-26).
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