Abstract
This chapter contains the proof of the Hoeffding decomposition theorem, an important result about U-statistics. It states that all U-statistics can be represented as a sum of degenerate U-statistics of different order. It also contains the proof of some important properties of the Hoeffding decomposition useful in later applications.
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References
P. Major, An estimate about multiple stochastic integrals with respect to a normalized empirical measure. Stud. Scientarum Mathematicarum Hung. 42(3), 295–341 (2005)
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© 2013 Springer-Verlag Berlin Heidelberg
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Major, P. (2013). Some Results About U-statistics. In: On the Estimation of Multiple Random Integrals and U-Statistics. Lecture Notes in Mathematics, vol 2079. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37617-7_9
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DOI: https://doi.org/10.1007/978-3-642-37617-7_9
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-37616-0
Online ISBN: 978-3-642-37617-7
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