On the effect of substituting parameter estimators in limiting ^ 2U and V statistics

DOI10.1214/AOS/1176350274zbMATH Open0617.62017OpenAlexW2091762192MaRDI QIDQ1822158FDOQ1822158

Tertius de Wet, Ronald Herman Randles

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350274

Recommendations

• The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
• Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
• Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
• Deviation moments of the substitution estimator and its piecewise smooth approximations
• On some \(\chi^2\)-type statistics functionally depending on estimators of unknown parameters

zbMATH Keywords

U-statisticsconvergence in probabilitylimiting chi square distributionssubstituting parameter estimatorsV- statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cited In (29)

• A consistent test for multivariate normality based on the empirical characteristic function
• A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
• A class of consistent tests for exponentiality based on the empirical Laplace transform
• A new approach to the BHEP tests for multivariate normality
• Goodness-of-fit statistics based on weighted \(L_ p\)-functionals
• Asymptotic distribution of certain degenerate V- and U-statistics with estimated parameters
• Tests of fit for exponentiality based on a characterization via the mean residual life function
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics
• Invariant tests for multivariate normality: A critical review
• The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications
• Asymptotic comparisons of \(U\)-statistics, \(V\)-statistics and limits of Bayes estimates by deficiencies
• On a test of normality based on the empirical moment generating function
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
• Integral transform methods in goodness-of-fit testing. I: The gamma distributions
• The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
• On the asymptotic normality of theL₂-Distance Class of Statistics with Estimated Parameters
• Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
• Bootstrapping modified goodness-of-fit statistics with estimated parameters
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
• A multivariate empirical characteristic function test of independence with normal marginals
• Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
• A new flexible class of omnibus tests for exponentiality
• Goodness-of-fit tests based on the min-characteristic function
• A uniform strong law of large numbers for \(U\)-statistics with application to transforming to near symmetry
• A class of invariant consistent tests for multivariate normality
• Testing for proportionality of multivariate dispersion structures using interdirections
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
• Non-degenerate \(U\)-statistics for data missing completely at random with application to testing independence
• Two tests for multivariate normality based on the characteristic function

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