U-statistics
Variance of U-statistics
Lee p12. Sefling p183
Infinite Order U-Statistics
Frees (1989)
Helig and Nolan
Hoeffding decomposition
U 統計量をdegree がc で互いに無相関なU統計量の和に書くことができる。
この表現をHoeffding decomposition またはANOVA decomposition という。
この表現からU統計量の分散の簡易な表現が得られる。
This expression is useful even when is a functiokn of
Chen and Shao (2007) derived Berry-Esseen bound for U-statistics
Shao Zhang Zhou (2016) obtained Berry-Esseen bound for studentized U-statistics
of degree 2. It is not clear to me that their result can be extended to arbitrary degree