Lecture 4: U-Statistics & U-Process Minimizers
نویسنده
چکیده
Hoeffding (1948a) developed the basic theory of U-Statistics, a family of estimates which includes many familiar and interesting examples. This lecture reviews this theory. Standard references for the material presented here include Serfling (1980, Chapter 5), Lehmman (1999, Chapter 6) and van der Vaart (1998, Chapters 11 & 12). The basic theory of U-Statistics allows for a presentation of large sample results for so-called U-Process minimizers. U-Process minimizers generalize the textbook M-Estimator (e.g., Wooldridge, 2010, Chapter 12). Honore and Powell (1994) is a basic reference on U-Process minimizers (see also Bose (2002)). Later I will will apply these results to a one-to-one matching model.
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