A Class of Statistics with Asymptotically Normal Distribution

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Patterns in random permutations
Bootstrap and permutation tests of independence for point processes
An Edgeworth expansion for finite-population \(L\)-statistics
On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
Estimation of the Sobol indices in a linear functional multidimensional model
Entropy estimation in Turing's perspective
A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
The asymptotic properties of the one-sample spatial rank methods
A central limit theorem for generalized multilinear forms
Mathematical properties of polynomial dimensional decomposition
Entropy and concentration
Moments of randomly stopped U-statistics
The properties of the cross-match estimate and split sampling
A New test for whetherFis "More NBU" thanG
Contiguity and irreconcilable nonstandard asymptotics of statistical tests
A study of the power and robustness of a new test for independence against contiguous alternatives
Limit theorems for conditional U-statistics analysis on hyperspheres for missing at random data in the presence of measurement error
Computing first-order sensitivity indices with contribution to the sample mean plot
Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences
Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes
General tests of conditional independence based on empirical processes indexed by functions
Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition
Subgraph counts in random graphs using incomplete U-statistics methods
Change-point analysis using logarithmic quantile estimation
Using ANOVA/random-effects variance estimates to compute a two-sample \(U\)-statistic of order \((1,1)\) estimate of variance
Robust modifications of U-statistics and applications to covariance estimation problems
scientific article; zbMATH DE number 846074 (Why is no real title available?)
A \(U\)-statistic test in competing risk models
Two criteria of goodness-of-fit for Cauchy distribution based on characterizations
Tests for exponentiality against new better than old in expectation and new better than some used in expectation alternatives
On normal approximations to \(U\)-statistics
Gradient-enhanced spline dimensional decomposition for uncertainty quantification with limited training samples
Limit theorems for aggregated linear processes
Probabilities of moderate deviations under m‐dependence
Adjusting for unmeasured confounding due to either of two crossed factors with a logistic regression model
A weighted U statistic for association analyses considering genetic heterogeneity
On asymptotic normality of certain linear rank statistics
Nonparametric changepoint procedures for repeated measures data
Double robust estimator in general treatment regimes based on Covariate-balancing
On Dropping the First Sobol’ Point
Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
On some properties of a class of Spearman rank statistics with applications
On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
A note on the Tukey-Hooke variance component results
ANOVA decomposition of convex piecewise linear functions
Hodges-Lehmann estimate of the location parameter in censored samples
Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
A Simple and Effective Inequality Measure
A Bayesian analysis for the Mann-Whitney statistic
On a control chart for the Gini index with simulations
Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Calibrated Edgeworth expansions of finite population \(L\)-statistics
Hypothesis tests for Neyman's bias in case-control studies
A note on mean testing for high dimensional multivariate data under non-normality
Uncertainty quantification by optimal spline dimensional decomposition
Measures of conditional dependence for nonlinearity, asymmetry and beyond
New characterization-based symmetry tests
A central limit theorem for projections of the cube
Almost sure representations of weightedU-statistics with applications
Goal-oriented Shapley effects with special attention to the quantile-oriented case
Probability inequalities with exponential bounds for U-statistics
Renewal theory for asymmetric \(U\)-statistics
On Point Estimators for Gamma and Beta Distributions
Comments on `High-dimensional model representation for structural reliability analysis'
Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
On the number of reflexive and shared nearest neighbor pairs in one-dimensional uniform data
O-statistics and their applications
Derivative-based generalized sensitivity indices and Sobol' indices
Sensitivity indices for independent groups of variables
Multivariate generalized linear-statistics of short range dependent data
High-dimensional semiparametric Gaussian copula graphical models
Minimax optimal conditional independence testing
Asymptotic distributions of non-degenerate U-statistics on trimmed samples
Applying medical survival data to estimate the three-parameter Weibull distribution by the method of probability-weighted moments
New class of exponentiality tests based on U-empirical Laplace transform
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
On the consistency of incomplete U-statistics under infinite second-order moments
Some measures of kurtosis and their inference on large datasets
The LIL for canonical \(U\)-statistics
Vector correlation based on ranks and a nonparametric test of no association between vectors¹
Sparse pseudo spectral projection methods with directional adaptation for uncertainty quantification
Bootstrapping U-statistics: applications in least squares and robust regression
Regeneration-based statistics for Harris recurrent Markov chains
Multivariate spatial conditional U-quantiles: a Bahadur-Kiefer representation
Hoeffding-type decomposition for U-statistics on bipartite networks
Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance
Nonparametric analysis of treatment effects with missing observations
A nonparametric approach to assess undergraduate performance
Limit theorems: some recent results
Rates of convergence for random forests via generalized U-statistics
On testing exponentiality against new better than used of specified age
An \(L\)-statistic approach to a test of exponentiality against IFR alternatives
Length-bias Correction in Transformation Models with Supplementary Data
Second-order approximation of exponential random graph models
Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
Wasserstein-p bounds in the central limit theorem under local dependence
Empirical likelihood for linear transformation models with interval-censored failure time data
Elementary symmetric polynomials of increasing order
On a new interpretation of the sample variance

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