Limit theorems for von Mises statistics of a measure preserving transformation (Q466892): Difference between revisions
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Property / author | |||
Property / author: Mikhaĭl Iosifovich Gordin / rank | |||
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Property / author: Mikhaĭl Iosifovich Gordin / rank | |||
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\(U\)- and \(V\)-statistics are multiple sums of functions of random variables. They provide important extensions of simple averages and have many applications in statistics. On the other hand, sample means of i.i.d.\ variables are particularly simple examples of averages of strictly stationary variables to which the ergodic theorem applies. The purpose of the paper under review is to provide a link between the \(U\) resp.\ \(V\) setting and the corresponding general ergodic framework also for multiple sums. Through an in-depth investigation, the authors show, e.g., how well-known concepts like Hoeffding's projection or martingale approximations reappear in a measure-preserving transformation setup. As main results, it is shown that consistency and distributional convergence of simple sums known from ergodic theory also hold for multiple sums. | |||
Property / review text: \(U\)- and \(V\)-statistics are multiple sums of functions of random variables. They provide important extensions of simple averages and have many applications in statistics. On the other hand, sample means of i.i.d.\ variables are particularly simple examples of averages of strictly stationary variables to which the ergodic theorem applies. The purpose of the paper under review is to provide a link between the \(U\) resp.\ \(V\) setting and the corresponding general ergodic framework also for multiple sums. Through an in-depth investigation, the authors show, e.g., how well-known concepts like Hoeffding's projection or martingale approximations reappear in a measure-preserving transformation setup. As main results, it is shown that consistency and distributional convergence of simple sums known from ergodic theory also hold for multiple sums. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Winfried Stute / rank | |||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / Mathematics Subject Classification ID: 60F15 / rank | |||
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Property / Mathematics Subject Classification ID: 28D05 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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Property / Mathematics Subject Classification ID: 60A10 / rank | |||
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Property / Mathematics Subject Classification ID: 60B10 / rank | |||
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Property / Mathematics Subject Classification ID: 28A35 / rank | |||
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Property / Mathematics Subject Classification ID: 28A33 / rank | |||
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Property / Mathematics Subject Classification ID: 37A30 / rank | |||
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Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6363136 / rank | |||
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Property / zbMATH Keywords | |||
von Mises statistic | |||
Property / zbMATH Keywords: von Mises statistic / rank | |||
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Property / zbMATH Keywords | |||
measure preserving transformation | |||
Property / zbMATH Keywords: measure preserving transformation / rank | |||
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projective tensor product | |||
Property / zbMATH Keywords: projective tensor product / rank | |||
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ergodic theorem | |||
Property / zbMATH Keywords: ergodic theorem / rank | |||
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Property / zbMATH Keywords | |||
Hoeffding decomposition | |||
Property / zbMATH Keywords: Hoeffding decomposition / rank | |||
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central limit theorem | |||
Property / zbMATH Keywords: central limit theorem / rank | |||
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martingale approximation | |||
Property / zbMATH Keywords: martingale approximation / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W3105799400 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1109.0635 / rank | |||
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Property / cites work | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 06:27, 9 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Limit theorems for von Mises statistics of a measure preserving transformation |
scientific article |
Statements
Limit theorems for von Mises statistics of a measure preserving transformation (English)
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31 October 2014
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\(U\)- and \(V\)-statistics are multiple sums of functions of random variables. They provide important extensions of simple averages and have many applications in statistics. On the other hand, sample means of i.i.d.\ variables are particularly simple examples of averages of strictly stationary variables to which the ergodic theorem applies. The purpose of the paper under review is to provide a link between the \(U\) resp.\ \(V\) setting and the corresponding general ergodic framework also for multiple sums. Through an in-depth investigation, the authors show, e.g., how well-known concepts like Hoeffding's projection or martingale approximations reappear in a measure-preserving transformation setup. As main results, it is shown that consistency and distributional convergence of simple sums known from ergodic theory also hold for multiple sums.
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von Mises statistic
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measure preserving transformation
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projective tensor product
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ergodic theorem
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Hoeffding decomposition
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central limit theorem
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martingale approximation
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