Central limit theorems for conditional empirical and conditional U-processes of stationary mixing sequences

DOI10.3103/S1066530719030013zbMATH Open1425.60024WikidataQ127199132 ScholiaQ127199132MaRDI QIDQ2335548FDOQ2335548

Authors: B. Nemouchi, Salim Bouzebda 

Publication date: 14 November 2019

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

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• scientific article; zbMATH DE number 176092
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data

zbMATH Keywords

stationary sequenceVC-classesabsolutely regular sequencesconditional empirical processesuniform central limit theoremsconditional \(U\)-processes

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cited In (21)

• Set-indexed conditional empirical and quantile processes based on dependent data
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• Asymptotic properties of conditional U -statistics using delta sequences
• Stable limit theorems for empirical processes under conditional neighborhood dependence
• Limit theorems for empirical processes based on dependent data
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• 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
• The k nearest neighbors smoothing of the relative-error regression with functional regressor
• An empirical central limit theorem in L\(^1\) for stationary sequences
• A sequential empirical CLT for multiple mixing processes with application to \(\mathcal{B}\)-geometrically ergodic Markov chains
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• The Bahadur representation for empirical and smooth quantile estimators under association
• Limit theorems for a class of processes generalizing the U -empirical process
• Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
• General tests of conditional independence based on empirical processes indexed by functions

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