A renewal approach to Markovian \(U\)-statistics

DOI10.3103/S1066530711020013zbMath1308.62162MaRDI QIDQ2261896

Stéphan Clémençon, Patrice Bertail

Publication date: 13 March 2015

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Markov chainregenerative processU-statisticslimit theoremsNummelin splitting techniqueHoeffding decompositionBerry-Esséen inequalityregenerative block-bootstrap

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (7)

Some remarks on MCMC estimation of spectra of integral operators ⋮ Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains ⋮ Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain ⋮ Statistical learning based on Markovian data maximal deviation inequalities and learning rates ⋮ Integral estimation based on Markovian design ⋮ Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics ⋮ Parametric first-order Edgeworth expansion for Markov additive functionals. Application to \(M\)-estimations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic optimality of criteria in the problem of testing hypotheses for a recurrent semi-Markov process
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• Markov chains and stochastic stability
• Bounds on regeneration times and limit theorems for subgeometric Markov chains
• Regenerative block-bootstrap for Markov chains
• Approximate regenerative-block bootstrap for Markov chains
• Limit theorems in \(R^ k\). II
• Limit theorems for recurrent semi-Markov processes and Markov renewal processes
• Rigorous statistical procedures for data from dynamical systems
• The order of the normal approximation for a Studentized U-statistic
• Limit theorems for semi-Markov processes and renewal theory for Markov chains
• Consistency of the Takens estimator for the correlation dimension
• Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
• Resampling methods for dependent data
• Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
• Asymptotic optimality of tests in a hypothesis testing problem for recurrent jump Markov processes
• Adaptive estimation of the transition density of a regular Markov chain
• Asymptotic theory of weakly dependent stochastic processes
• Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
• Sharp Bounds for the Tails of Functionals of Markov Chains
• Regenerative stochastic processes
• Approximation Theorems of Mathematical Statistics
• General Irreducible Markov Chains and Non-Negative Operators
• Limit Theorems for Dependent U-statistics
• On U-statistics and v. mise? statistics for weakly dependent processes
• On Second-Order Efficiency of an Asymptotically Efficient Test Based on Markov Observations
• Limit Theorems for Harris Markov Chains, I
• The Berry-Esseen theorem for functionals of discrete Markov chains
• [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
• Large Deviations for Recurrent Markov Renewal Processes
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• A splitting technique for Harris recurrent Markov chains
• A New Approach to the Limit Theory of Recurrent Markov Chains
• On a limit theorem for dependent random variables
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Limit Theorems for Stopped Random Sequences II: Large Deviations
• Probability for Statisticians
• Applied Probability and Queues
• Power and Defect Functions of Asymptotically Efficient Tests in the Case of Markov Observed Values
• Strong laws for 𝐿- and 𝑢-statistics
• Asymptotically Most Powerful Rank-Order Tests
• Sharpening of the Upper Bound of the Absolute Constant in the Berry–Esseen Inequality
• Sur deux problèmes de M. Kolmogoroff concernant les chaînes dénombrables
• Éléments d'une théorie générale des chaînes simples constantes de Markoff
• A Class of Statistics with Asymptotically Normal Distribution
• Limit Theorems for Harris Markov Chains, II
• A regeneration proof of the central limit theorem for uniformly ergodic Markov chains
• Threshold results for \(U\)-statistics of dependent binary variables

This page was built for publication: A renewal approach to Markovian \(U\)-statistics