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

DOI10.3103/S1055134415010034zbMATH Open1340.60015OpenAlexW1983313650MaRDI QIDQ2945815FDOQ2945815

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

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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)

Cited In (10)

• Invariance principles for U-statistics and von Mises functionals
• Orthogonal series and limit theorems for canonical \(U\)- and \(V\)-statistics of stationary connected observations
• Invariance Principle for U-Statistics and von Mises' Functionals of Weakly Dependent Observations
• STATISTICAL LIMIT LAWS FOR EQUIVARIANT OBSERVATIONS
• The functional limit theorem for the canonical \(U\)-processes defined on dependent trials
• Invariance principles for products of \(U\)-statistics without variance
• Title not available (Why is that?)
• Limit theorems for canonical von Mises and \(U\)-statistics of \(m\)-dependent observations
• Invariance principle for symmetric statistics
• An invariance principle for reduced U-statistics

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