A Class of Statistics with Asymptotically Normal Distribution

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Uniform in bandwidth consistency of conditional \(U\)-statistics
Nonparametric IV estimation of local average treatment effects with covariates
Sparse high order FEM for elliptic sPDEs
Symbolic computation of moments of sampling distributions
A geometric property of the sample mean and residuals
Decomposability of high-dimensional diversity measures: quasi-U-statistics, martingales and nonstandard asymptotics
Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
Asymptotics of Studentized \(U\)-type processes for changepoint problems
An asymptotically distribution-free test for ordered alternatives in two- way layouts
Rate of convergence to normality for U-statistics with kernel of arbitrary degree
Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Expansions for U-statistics and von Mises functionals
An invariance principle for reduced U-statistics
What do the arithmetic, geometric and harmonic means tell us in length- biased sampling ?
A note on invariance principles for v. Mises' statistics
The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator
Elementary symmetric polynomials of increasing order
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
The harmonic Gini coefficient and affluence indexes
A non-parametric analysis of transformations
A lower bound for the normal approximation of U-statistics
Functional limit theorems for U-statistics
A U-statistic and estimation for the inverse Gaussian distribution
Asymptotic theory of U-statistics
Asymptotic normality of graph statistics
Convergence rates for two-stage confidence intervals based on U- statistics
Subgraph counts in random graphs using incomplete U-statistics methods
Invariance principles for U-statistics and von Mises functionals
Optimal bandwidth choice for density-weighted averages
On the invariance principle for U-statistics
Approximate confidence intervals for a robust scale parameter
Rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics
Representations for partially exchangeable arrays of random variables
Probability inequalities with exponential bounds for U-statistics
Covariances of symmetric statistics
A class of tests for bivariate exponentiality against bivariate increasing failure rate alternatives
On Berry-Esseen theorem for some functions of U-statistics
On \(U\)-statistics and von Mises statistics for a special class of Markov chains
. strong law of large numbers for \(U\)-statistics
On statistical analysis of a sample from a population of unknown species
A new representation of Cox's score statistic and its variance
Limit theorems for the simplicial depth
Some asymptotic results for a broad class of nonparametric statistics
A class of U-statistics and asymptotic normality of the number of k- clusters
Generalized bootstrap for studentized U-statistics: A rank statistic approach
Schätzbare Parameterfunktionen in der Stichprobentheorie
Estimation of some functional of the population distribution based on a stratified random sample
On the Hodges-Lehmann approximate efficiency
On L^p-convergence of U-statistics
On some properties of a class of Spearman rank statistics with applications
A note on the Tukey-Hooke variance component results
Hodges-Lehmann estimate of the location parameter in censored samples
A central limit theorem for decomposable random variables with applications to random graphs
On some refinements of Jensen's inequality
On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics
Consistent bandwidth selection for kernel binary regression
Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
Applying medical survival data to estimate the three-parameter Weibull distribution by the method of probability-weighted moments
U-statistics on a lattice of i. i. d. random variables
Consistency of the Takens estimator for the correlation dimension
Central limit theorems for empirical and U-processes of stationary mixing sequences
\(U\)-statistics in Banach spaces
The central limit theorem for U-processes indexed by Hölder's functions
On m-dependence and Edgeworth expansions
Random permanents and symmetric statistics
A Kolmogorov inequality for U-statistics based on Bernoulli kernels
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Asymptotic distribution of statistics based on quadratic entropy and bootstrapping
Statistical analysis of some reliability models: Parametrics, semi- parametrics and nonparametrics
Incomplete generalized L-statistics
An Edgeworth expansion for symmetric statistics
Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics
Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance
Socioeconomic inequalities in health: Measurement, computation, and statistical inference
A note on the integrated squared error of a kernel density estimator in non-smooth cases
On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics
Moments of randomly stopped U-statistics
Tail probability approximation for \(U\)-statistics
The properties of the cross-match estimate and split sampling
Hoeffding decompositions for exchangeable sequences and chaotic representation of functionals of Dirichlet processes.
U-statistics on associated random variables
La convergence faible des \(U\)-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate \(U\)-statistics for nonstationary processes)
Minimum variance rectangular designs for U-statistics.
On the asymptotic normality of multistage integrated density derivatives kernel estimators.
Edgeworth expansion for \(U\)-statistics under minimal conditions.
Minimization and estimation of the variance of prediction errors for cross-validation designs
Some asymptotic results for trimmed \(U\)-statistics
A large deviation theorem for \(U\)-processes
Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
Multivariate non-parametric tests of trend when the data are incomplete
On characterization of two-sample \(U\)-statistics
Wald-type rank tests: a GEE approach
Subsampling based inference for U statistics under thick tails using self-normalization
Robust and efficient estimation for the treatment effect in causal inference and missing data problems
A simple non-parametric goodness-of-fit test for elliptical copulas
Self-normalization: taming a wild population in a heavy-tailed world
A Gini-based unit root test
Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization

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