Resampling \(U\)-statistics using \(p\)-stable laws

DOI10.1016/0047-259X(90)90057-OzbMath0770.60039OpenAlexW2038324096MaRDI QIDQ1813935

Herold G. Dehling, Manfred Denker, Wojbor A. Woyczyński

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90057-o

zbMATH Keywords

weak convergence\(U\)-statisticsymmetric statisticsmultiple Wiener-Itô integral\(p\)-stable multiple integralnormal domain of attraction of the \(p\)-stable law

Mathematics Subject Classification ID

Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99) Nonparametric inference (62G99)

Related Items (10)

A Monte Carlo algorithm for multiple stochastic integrals of stable processes ⋮ Hypercontraction principle and random multilinear forms ⋮ Weighted bootstrap for \(U\)-statistics ⋮ Resampling methods for the nonparametric and generalized Behrens-Fisher problems ⋮ Central limit theorem for stochastically continuous processes. Convergence to stable limit ⋮ Estimation by Stable Motions and its Applications ⋮ Limit distributions of U-statistics resambled by symmetric stable laws ⋮ Generalized bootstrap for studentized U-statistics: A rank statistic approach ⋮ Bootstrapping rank statistics. ⋮ Weak invariance principles for weighted \(U\)-statistics

Cites Work

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• U-processes: Rates of convergence
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• A note on invariance principles for v. Mises' statistics
• Double stochastic integrals, random quadratic forms and random series in Orlicz spaces
• A multiple stochastic integral with respect to a strictly p-stable random measure
• Weak and \(L^p\)-invariance principles for sums of \(B\)-valued random variables
• Some asymptotic theory for the bootstrap
• Invariance principles for von Mises and U-statistics
• Two-parameter strong laws and maximal inequalities forU-statistics
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications

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