Central limit theorems for reduced U-statistics under dependence and their usefulness

DOI10.1111/ANZS.12045zbMATH Open1335.60025OpenAlexW2031631613MaRDI QIDQ2803537FDOQ2803537

Jeongcheol Ha, Cheolyong Park, S. Y. Hwang, Zhiming Luo, Tae Yoon Kim

Publication date: 2 May 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12045

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zbMATH Keywords

\(\alpha\)-mixingcentral limit theoremnonparametric testreduced \(U\)-statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05)

Cites Work

• Analysis of Financial Time Series
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Comparison of two bandwidth selectors with dependent errors
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
• Large sample theory for U-statistics and tests of fit
• Asymptotic normality for \(U\)-statistics of negatively associated random variables
• ORTHOGONAL EXPANSIONS AND U-STATISTICS
• Asymptotic normality for \(U\)-statistics of associated random variables
• Some properties of incomplete U-statistics
• Reduced U-statistics and the Hodges-Lehmann estimator
• The central limit theorem for degenerate variableU-statistics under dependence
• On the invariance principle for U-statistics
• A Simple Estimator of Error Correlation in Non-parametric Regression Models
• Title not available (Why is that?)

Cited In (3)

• A computational validation for nonparametric assessment of spatial trends
• A goodness-of-fit test for regression models with spatially correlated errors
• Slow-explosive AR(1) processes converging to random walk

Uses Software

• FinTS

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