Pages that link to "Item:Q418236"

The following pages link to Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236):

Displaying 25 items.

• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• U-statistics with conditional kernels for incomplete data models (Q520558) (← links)
• Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
• Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• New measure of the bivariate asymmetry (Q2023847) (← links)
• Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
• Theory of generalized discrepancies on a ball of arbitrary finite dimensions and algorithms for finding low-discrepancy point sets (Q2294805) (← links)
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
• A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting (Q2434134) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
• Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
• Limit theorems for U-statistics of Bernoulli data (Q4989418) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data (Q6167552) (← links)
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)
• Asymptotic properties of conditional <i>U</i> -statistics using delta sequences (Q6573024) (← links)
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds (Q6588237) (← links)
• Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data (Q6594001) (← links)