The central limit theorem for degenerate variableU-statistics under dependence

DOI10.1080/10485252.2011.556193zbMath1234.60027MaRDI QIDQ3106418

Chiho Kim, Tae Yoon Kim, Zhi-Ming Luo

Publication date: 21 December 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2011.556193

zbMATH Keywords

central limit theorems; variable kernel; degenerate \(U\)-statistics; quadratic errors

Mathematics Subject Classification ID

60G60: Random fields

60F05: Central limit and other weak theorems

Related Items

The LLN and CLT for U-statistics under cross-sectional dependence, Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence, Smooth coefficient models with endogenous environmental variables, Specification tests for time-varying coefficient models, Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence, A \(U\)-classifier for high-dimensional data under non-normality, Central Limit Theorems for ReducedU-Statistics Under Dependence and Their Usefulness, Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions

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