On the Asymptotic Distribution of Differentiable Statistical Functions

Cited in

(only showing first 100 items - show all)

Dimension reduction for nonelliptically distributed predictors
Properties of design-based functional principal components analysis
Accurate tests and intervals based on nonlinear cusum statistics
On \(L_ p\)-convergence rates for statistical functions with application to L-estimates
Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators
A note on invariance principles for v. Mises' statistics
Functional limit theorems for U-statistics
A note on Edgeworth expansions for the von Mises functionals
Asymptotic theory of U-statistics
Invariance principles for U-statistics and von Mises functionals
Rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics
Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem
On Hadamard differentiability of extended statistical functional
On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics
Large deviations of degenerate Mises functionals.
Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
On the normal approximations of \(V\)- and \(L\)-statistics
Asymptotic distribution of statistics based on quadratic entropy and bootstrapping
Robust estimation of parameters in a mixed unbalanced model
Robust inference by influence functions
On methods of sieves and penalization
Some generalizations of the Anderson--Darling statistic.
On M-estimators and normal quantiles.
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
Target estimation for bias and mean square error reduction
A journey in single steps: robust one-step M-estimation in linear regression
A simple non-parametric goodness-of-fit test for elliptical copulas
A Bernstein-type inequality for functions of bounded interaction
Nonparametric estimators of probability characteristics using unbiased prior conditions
Testing whether failure rate changes its trend with unknown change points
Functional calculus and asymptotic theory for statistical analysis
A note on asymptotic normality of sums of higher-dimensionally indexed random variables
Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics
Asymptotic theory for information criteria in model selection -- functional approach
Von Mises approximation of the critical value of a test
A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics
Polynomial regression under arbitrary product distributions
Local continuity of log-concave projection, with applications to estimation under model misspecification
Willem van Zwet's research
Asymptotic linear expansion of regularized M-estimators
Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution
Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics
Socioeconomic inequalities in child malnutrition in Egypt
Statistical detection and classification of background risks affecting inputs and outputs
Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics
Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
Cornish-Fisher expansions for functionals of the partial sum empirical distribution
Efficient estimation of quantiles in missing data models
The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals
A nonparametric comparison of conditional distributions with nonnegligible cure fractions
Parametric estimation with a class of \(M\)-estimators
Qualitative robustness of von Mises statistics based on strongly mixing data
Continuous mapping approach to the asymptotics of U- and V-statistics
Inference of weighted \(V\)-statistics for nonstationary time series and its applications
Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics
Nonparametric specification tests for conditional duration models
Robust GMM tests for structural breaks
Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
Bias correction of the Akaike information criterion in factor analysis
Equivalent uniform dose sensitivity to changes in absorbed dose distribution
The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
Invariance principles for von Mises and U-statistics
The mathematical work of Evarist Giné
Reminiscences, and some explorations about the bootstrap
Nonparametrics: Retrospectives and perspectives^*
Robust estimation in the multivariate normal model with variance components
Saddlepoint approximations for nonlinear statistics
Expansions for von Mises functionals
Variance etable r-estimators
On the bias–robustness in the location model I
Energy statistics: a class of statistics based on distances
On estimation of a class of efficacy-related parameters
Local and global bivariational gradients and singular variational derivatives of functionals on Cn[a,b]
Probabilities of moderate deviations under m‐dependence
Asymptotic expansions for bivariate von Mises functionals
A class ol qualitatively eobust estimates
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
\(U\)-statistic with side information
A family of IDMRL tests with unknown turning point
A family of test statistics for trend change in mean residual life with unknown turning point using censored data
Asymptotic cumulants of some information criteria
Active Life Expectancy from Annual Follow–Up Data with Missing Responses
Limit theorems for von Mises statistics of a measure preserving transformation
Bayesian nonparametric estimation in a series system or a competing-risks model
REPEATED SIGNIFICANCE TESTS IN FREQUENCY AND TIME DOMAINS*
Non-parametric confidence intervals for covariance and correlation
On the estimation of the influence curve
Improved bootstrap confidence intervals in certain toxicological experiments
scientific article; zbMATH DE number 846079 (Why is no real title available?)
Higher-order infinitesimal robustness
Sparse estimation of conditional graphical models with application to gene networks
Privacy-preserving parametric inference: a case for robust statistics
scientific article; zbMATH DE number 7626802 (Why is no real title available?)
Visually Communicating and Teaching Intuition for Influence Functions
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
Design based incomplete U-statistics
U-statistics with conditional kernels for incomplete data models

This page was built for publication: On the Asymptotic Distribution of Differentiable Statistical Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5795303)