Invariance principle for canonical U- and V-statistics based on dependent observations

DOI10.3103/S1055134415010034MaRDI QIDQ2945815zbMATH OpenOpenAlexFDO

Authors Igor S. Borisov, V. A. Zhechev

Publication date 14 September 2015

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1055134415010034

zbMATH Keywords

U-statisticsV-statisticsinvariance principle\(\alpha \)-mixingdependent observations\(\varphi \)-mixing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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Cited in

(10)

• Invariance Principle for U-Statistics and von Mises' Functionals of Weakly Dependent Observations
• scientific article; zbMATH DE number 1792054 (Why is no real title available?)
• The functional limit theorem for the canonical \(U\)-processes defined on dependent trials
• An invariance principle for reduced U-statistics
• Invariance principles for U-statistics and von Mises functionals
• Invariance principles for products of \(U\)-statistics without variance
• Orthogonal series and limit theorems for canonical \(U\)- and \(V\)-statistics of stationary connected observations
• STATISTICAL LIMIT LAWS FOR EQUIVARIANT OBSERVATIONS
• Limit theorems for canonical von Mises and \(U\)-statistics of \(m\)-dependent observations
• Invariance principle for symmetric statistics

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