Strong laws for 𝐿- and 𝑢-statistics

DOI10.1090/S0002-9947-96-01681-9zbMath0863.60032OpenAlexW35647539MaRDI QIDQ4890032

David Gilat, Theodore P. Hill, Benjamin Weiss, Robert M. jun. Burton, Herold G. Dehling, Jon. Aaronson

Publication date: 11 August 1996

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-96-01681-9

zbMATH Keywords

strong law of large numbers\(U\)-statisticergodic stationary process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Measure-theoretic ergodic theory (28D99)

Related Items (31)

On weighted \(U\)-statistics for stationary processes. ⋮ Asymptotic behaviour of the empirical distance covariance for dependent data ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences ⋮ Limit theorems for U-statistics of Bernoulli data ⋮ Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators ⋮ Energy statistics: a class of statistics based on distances ⋮ Some remarks on MCMC estimation of spectra of integral operators ⋮ Clustering multivariate time series using energy distance ⋮ Almost sure representations of weightedU-statistics with applications ⋮ A distance-based test of independence between two multivariate time series ⋮ On nonlinear Markov chain Monte Carlo ⋮ Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes ⋮ Applications of distance correlation to time series ⋮ Qualitative robustness of von Mises statistics based on strongly mixing data ⋮ Generic Consistency for Approximate Stochastic Programming and Statistical Problems ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ Fractal Dimensions and Random Transformations ⋮ Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation ⋮ Ordinal pattern dependence as a multivariate dependence measure ⋮ Rank tests for short memory stationarity ⋮ Poisson limits for \(U\)-statistics. ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ Limit theorems for U-statistics indexed by a one dimensional random walk ⋮ Local correlation entropy ⋮ Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations ⋮ A Note on Convergence of the Equi-Energy Sampler ⋮ Consistency of the Takens estimator for the correlation dimension ⋮ Symbolic correlation integral ⋮ STRONG LAWS FOR RECURRENCE QUANTIFICATION ANALYSIS ⋮ Resolving statistical uncertainty in correlation dimension estimation

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