Resampling \(U\)-statistics using \(p\)-stable laws (Q1813935): Difference between revisions

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+Limiting Behavior of Posterior Distributions when the Model is Incorrect
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+Some asymptotic theory for the bootstrap
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+Q5560061
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+Q3746583
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+Invariance principles for von Mises and U-statistics
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+A note on invariance principles for v. Mises' statistics
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+Invariance principles for sums of Banach space valued random elements and empirical processes
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+Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
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+A multiple stochastic integral with respect to a strictly p-stable random measure
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+Double stochastic integrals, random quadratic forms and random series in Orlicz spaces
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+Two-parameter strong laws and maximal inequalities for<i>U</i>-statistics
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+U-processes: Rates of convergence
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+Weak and \(L^p\)-invariance principles for sums of \(B\)-valued random variables
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+On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
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+https://doi.org/10.1016/0047-259x(90)90057-o
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+W2038324096
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