Pages that link to "Item:Q1243542"

The following pages link to Large sample theory for U-statistics and tests of fit (Q1243542):

Displaying 50 items.

• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Strong law of large numbers for weighted \(U\)-statistics: Application to incomplete \(U\)-statistics (Q426718) (← links)
• \(U\)-statistic with side information (Q444948) (← links)
• Testing for the bivariate Poisson distribution (Q464397) (← links)
• On approximating the distribution of quadratic forms in uniform and beta order statistics (Q478481) (← links)
• U-statistics with conditional kernels for incomplete data models (Q520558) (← links)
• Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• A test for uniformity with unknown limits based on D'Agostino's D (Q912529) (← links)
• Generalized Hodges-Lehmann estimators for the analysis of variance (Q913400) (← links)
• Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
• Invariance principles for stochastic area and related stochastic integrals (Q1056458) (← links)
• A note on invariance principles for v. Mises' statistics (Q1086933) (← links)
• A goodness of fit test based on some graphical representation when parameters are estimated (Q1088333) (← links)
• Functional limit theorems for U-statistics (Q1112444) (← links)
• Some test statistics based on the martingale term of the empirical distribution function (Q1112506) (← links)
• Asymptotic theory of U-statistics (Q1114264) (← links)
• Random symmetric polynomials (Q1117573) (← links)
• On the invariance principle for U-statistics (Q1133843) (← links)
• Cramer-von Mises tests for independence (Q1142508) (← links)
• Weak convergence of infinite order U-processes (Q1181095) (← links)
• Covariances of symmetric statistics (Q1186769) (← links)
• On decoupling, series expansions, and tail behavior of chaos processes (Q1209210) (← links)
• Functional limit theorems for U-statistics in the degenerate case (Q1242594) (← links)
• Weak invariance principles for weighted \(U\)-statistics (Q1314313) (← links)
• Asymptotic distribution of statistics based on quadratic entropy and bootstrapping (Q1345544) (← links)
• Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely (Q1380603) (← links)
• Quantitative CLTs for symmetric \(U\)-statistics using contractions (Q1721998) (← links)
• Renewal theory for asymmetric \(U\)-statistics (Q1722026) (← links)
• The Gamma Stein equation and noncentral de Jong theorems (Q1750087) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• Shortcomings of generalized affine invariant skewness measures (Q1808833) (← links)
• Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure. (Q1872855) (← links)
• Assessing cross-sectional correlation in panel data (Q1902503) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• Recycling physical random numbers (Q1952035) (← links)
• Sub-dimensional Mardia measures of multivariate skewness and kurtosis (Q2079626) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• The multivariate functional de Jong CLT (Q2089758) (← links)
• Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• Asymptotics and practical aspects of testing normality with kernel methods (Q2201553) (← links)
• Regression function comparison for paired data (Q2220432) (← links)
• Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space (Q2288753) (← links)
• On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests (Q2433820) (← links)
• Properties of the Székely-Móri symmetry criterion statistics in the case of binary vectors (Q2435976) (← links)
• Asymptotic normality for \(U\)-statistics of negatively associated random variables (Q2495420) (← links)
• Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)