The almost sure invariance principle for the empirical process of U- statistic structure
Consider an i.i.d. sequence \(X_ 1,X_ 2,..\). of real-valued random variables, and let \(g: {\mathbb{R}}^ m\to {\mathbb{R}}\) be a measurable kernel. If, for \(t\in {\mathbb{R}}\), \[ \mu_ n(t)=\left( \begin{matrix} n\\ m\end{matrix} \right)^{-1}card\{1\leq i_ 1<...<i_ m\leq n: g(X_{i_ 1},...,X_{i_ m})\leq t\} \] and \(\mu (t)=E\mu_ n(t)\), then \(\{n^{1/2}(\mu_ n(t)-\mu (t))\), \(n\geq 1\}\) defines the empirical process of U-statistic structure. The authors' main result is provided by a strong approximation of \(n(\mu_ n-E\mu_ n)\) to a certain Gaussian process up to an order \(O(n^{1/2-\lambda})\), \(\lambda >0\). Some applications are also discussed, e.g. a functional law of iterated logarithm for \(\mu_ n\) or a law of iterated logarithm for generalized L-statistics.
- A generalization of the Chung-Mogul'skii law of the iterated logarithm
- scientific article; zbMATH DE number 845998
- Invariance principles for von Mises and U-statistics
- The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
- scientific article; zbMATH DE number 4064155
- A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship
- Asymptotics of conditional empirical processes
- Asymptotic normality of two sample linear rank statistics under U- statistic structure
- Tests for changes under random censorship
- Strong and weak representations of cumulative hazard function and Kaplan- Meier estimators on increasing sets
- Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
- Multivariate hazard rates under random censorship
- \(U\)-statistic processes: A martingale approach
- Asymptotic theorems for kernel U-quantiles
- Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
- A central limit theorem for two-sample U-processes
- Multivariate generalized linear-statistics of short range dependent data
- Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
- Invariance principles for von Mises and U-statistics
- scientific article; zbMATH DE number 4205615 (Why is no real title available?)
- scientific article; zbMATH DE number 3982169 (Why is no real title available?)
- scientific article; zbMATH DE number 4064155 (Why is no real title available?)
- scientific article; zbMATH DE number 1069280 (Why is no real title available?)
- Bahadur representation for U-quantiles of dependent data
- U-processes: Rates of convergence
- Large deviations for \(U\)-statistics
- Modified bootstrap consistency rates for \(U\)-quantiles
- The functional limit theorem for the canonical \(U\)-processes defined on dependent trials
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
- Hodges-Lehmann quantile-quantile plots
- A generalization of the Chung-Mogul'skii law of the iterated logarithm
This page was built for publication: The almost sure invariance principle for the empirical process of U- statistic structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1089674)
