On the effect of substituting parameter estimators in limiting ^ 2U and V statistics
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On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
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 ^2-type statistics functionally depending on estimators of unknown parameters
Cited in
(32)- To impute or not? Testing multivariate normality on incomplete dataset: revisiting the BHEP test
- A weighted U statistic for association analyses considering genetic heterogeneity
- 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
- The limit distribution of weighted L^2-goodness-of-fit statistics under fixed alternatives, with applications
- Invariant tests for multivariate normality: A critical review
- Asymptotic comparisons of U-statistics, V-statistics and limits of Bayes estimates by deficiencies
- Asymptotic distribution of AUC, NRIs, and IDI based on theory of U-statistics
- Dependent wild bootstrap for degenerate U- and V-statistics
- On a test of normality based on the empirical moment generating function
- The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
- Integral transform methods in goodness-of-fit testing. I: The gamma distributions
- Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
- On the asymptotic normality of theL2-Distance Class of Statistics with Estimated Parameters
- 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 class of invariant consistent tests for multivariate normality
- A uniform strong law of large numbers for \(U\)-statistics with application to transforming to near symmetry
- 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
- Two tests for multivariate normality based on the characteristic function
- Non-degenerate \(U\)-statistics for data missing completely at random with application to testing independence
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