Co-variance Operator of Banach Valued Random Elements: U-Statistic Approach
This article proposes a co-variance operator for Banach valued random elements using the concept of U-statistic. We then study the asymptotic distribution of the proposed co-variance operator along with related large sample properties. Moreover, specifically for Hilbert space valued random elements, the asymptotic distribution of the proposed estimator is derived even for dependent data under some mixing conditions.
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