L^ p-convergence of conditional U-statistics
DOI10.1006/JMVA.1994.1050zbMATH Open0807.62043OpenAlexW2039002635MaRDI QIDQ1340280FDOQ1340280
Authors: Winfried Stute
Publication date: 11 December 1994
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1050
Recommendations
consistencyBayes rulealmost sure convergenceBayes risknonparametric discriminationkernel-type conditional U-statistics
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Strong limit theorems (60F15)
Cited In (12)
- Almost sure representations of weightedU-statistics with applications
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models
- Asymptotic properties of conditional U -statistics using delta sequences
- Some results on the \(L_ p\)-convergence \((p\geq 1)\) of U-statistics
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
- Title not available (Why is that?)
- Conditional \(U\)-statistics
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- Title not available (Why is that?)
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