The limiting distribution of weighted $U$-statistics of degree 2 is found for a wide class of weights, including uniform weights. Nonnormal limits can occur for both degenerate and nondegenerate kernels. A compact expression is given for the cumulants of the distribution. Incomplete and randomly weighted $U$-statistics are also analyzed.
@article{1176989286,
author = {O'Neil, Kevin A. and Redner, Richard A.},
title = {Asymptotic Distributions of Weighted $U$-Statistics of Degree 2},
journal = {Ann. Probab.},
volume = {21},
number = {4},
year = {1993},
pages = { 1159-1169},
language = {en},
url = {http://dml.mathdoc.fr/item/1176989286}
}
O'Neil, Kevin A.; Redner, Richard A. Asymptotic Distributions of Weighted $U$-Statistics of Degree 2. Ann. Probab., Tome 21 (1993) no. 4, pp. 1159-1169. http://gdmltest.u-ga.fr/item/1176989286/