Pages that link to "Item:Q1389782"

The following pages link to The law of large numbers for \(U\)-statistics under absolute regularity (Q1389782):

Displaying 12 items.

• A simple variance inequality for \(U\)-statistics of a Markov chain with applications (Q426715) (← links)
• The weak convergence for self-normalized \(U\)-statistics with dependent samples (Q427569) (← links)
• Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations (Q731945) (← links)
• Some remarks on MCMC estimation of spectra of integral operators (Q888474) (← links)
• Asymptotic behaviour of the empirical distance covariance for dependent data (Q2135206) (← links)
• Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
• A Quantile Regression Model for Time-Series Data in the Presence of Additive Components (Q2796937) (← links)
• Efficient Estimation of an Additive Quantile Regression Model (Q2911652) (← links)
• Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators (Q2934836) (← links)
• EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA (Q3081464) (← links)
• Some remarks on the ergodic theorem for \(U\)-statistics (Q6122532) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)