Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
From MaRDI portal
Publication:2335548
DOI10.3103/S1066530719030013zbMath1425.60024WikidataQ127199132 ScholiaQ127199132MaRDI QIDQ2335548
Publication date: 14 November 2019
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
stationary sequenceVC-classesabsolutely regular sequencesconditional empirical processesuniform central limit theoremsconditional \(U\)-processes
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Related Items
The k nearest neighbors smoothing of the relative-error regression with functional regressor, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data, On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm, General tests of conditional independence based on empirical processes indexed by functions, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, 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 consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust estimation of \(U\)-statistics
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency
- U-processes: Rates of convergence
- Tests for normality based on density estimators of convolutions
- New Donsker classes
- Limit theorems for \(U\)-processes
- Some limit theorems for empirical processes (with discussion)
- Basic properties of strong mixing conditions. A survey and some open questions
- Uniform in bandwidth consistency of conditional \(U\)-statistics
- Weak convergence of partial sums of absolutely regular sequences
- Conditional empirical processes
- Conditional \(U\)-statistics
- Decoupling and Khintchine's inequalities for \(U\)-statistics
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- The functional central limit theorem for strongly mixing processes
- Rates of convergence for empirical processes of stationary mixing sequences
- Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
- On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
- Set-indexed conditional empirical and quantile processes based on dependent data
- General asymptotic confidence bands based on kernel-type function estimators
- Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
- Testing monotonicity of regression.
- Limit distributions of conditional \(U\)-statistics
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes
- Weak convergence and empirical processes. With applications to statistics
- Conditional \(U\)-statistics for dependent random variables
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Almost sure representations of the product-limit estimator for truncated data
- Laws of the iterated logarithm for the local U-statistic process
- Introduction to empirical processes and semiparametric inference
- Some new tests for normality based on U-processes
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
- Uniform in bandwidth consistency of kernel-type function estimators
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- An approximation to the density function
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Approximation Theorems of Mathematical Statistics
- The invariance principle for conditional empirical processes formed by dependent random variables
- Testing for Stochastic Monotonicity
- On U-statistics and v. mise? statistics for weakly dependent processes
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Distances on circles, toruses and spheres
- Uniform Central Limit Theorems
- Weak limits of U-statistics of infinite order
- The Limiting Distribution of the Maximum Rank Correlation Estimator
- Testing Whether New is Better than Used
- On Estimation of a Probability Density Function and Mode
- Some Limit Theorems for Stationary Processes
- A NEW MEASURE OF RANK CORRELATION
- A Class of Statistics with Asymptotically Normal Distribution
- On the Asymptotic Distribution of Differentiable Statistical Functions
- The Theory of Unbiased Estimation
- Convergence of stochastic processes
- An empirical process approach to the uniform consistency of kernel-type function estimators