Functional limit theorems for U-statistics in the degenerate case
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Publication:1242594
DOI10.1016/0047-259X(77)90083-5zbMath0368.60034MaRDI QIDQ1242594
Publication date: 1977
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items (26)
A note on invariance principles for v. Mises' statistics ⋮ Discrete approximation of integral operators ⋮ A generalized Wilcoxon-Mann-Whitney type test for multivariate data through pairwise distance ⋮ Long signal change-point detection ⋮ Ball divergence: nonparametric two sample test ⋮ Functional limit theorems for U-statistics ⋮ Random symmetric polynomials ⋮ Invariance principles for U-statistics and von Mises functionals ⋮ On the invariance principle for U-statistics ⋮ Tests for the multivariatek-sample problem based on the empirical characteristic function ⋮ Measuring and testing homogeneity of distributions by characteristic distance ⋮ A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions ⋮ Change point detection for high dimensional data via kernel measure with application to human aging brain data ⋮ A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting ⋮ Renewal theory for asymmetric \(U\)-statistics ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ Almost sure limit theorems for \(U\)-statistics ⋮ Invariance principles for von Mises and U-statistics ⋮ A test for the two-sample problem based on empirical characteristic functions ⋮ A new framework for distance and kernel-based metrics in high dimensions ⋮ Central limit theorem for integrated square error of multivariate nonparametric density estimators ⋮ Functional limit theorems for \(U\)-statistics indexed by a random walk. ⋮ Tail probabilities for weighted sums of products of normal random variables ⋮ Invariance principles for stochastic area and related stochastic integrals ⋮ Weak invariance principles for weighted \(U\)-statistics ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels
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- [https://portal.mardi4nfdi.de/wiki/Publication:4092722 Inequalities for max | S k | /b k where k � N r]
- Martingale Central Limit Theorems
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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