Discrete approximation of integral operators. (English) Zbl 1119.47067
Summary: A method to approximate the eigenvalues of linear operators depending on an unknown distribution is introduced and applied to weighted sums of squared normally distributed random variables. This area of application includes the approximation of the asymptotic null distribution of certain degenerated U- and V-statistics.
MSC:
47N30 | Applications of operator theory in probability theory and statistics |
47G10 | Integral operators |
47A75 | Eigenvalue problems for linear operators |
62E20 | Asymptotic distribution theory in statistics |
62G20 | Asymptotic properties of nonparametric inference |
65R20 | Numerical methods for integral equations |
65J05 | General theory of numerical analysis in abstract spaces |
45C05 | Eigenvalue problems for integral equations |
45P05 | Integral operators |
References:
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