Degenerate U-Statistics Based on Non-Independent Observations

DOI10.1177/0008068319880106zbMath0715.62030OpenAlexW2734896878MaRDI QIDQ3201266

Edward Carlstein

Publication date: 1988

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319880106

zbMATH Keywords

sample variancechi-square statisticsasymptotic distributionsdegenerate U-statisticsnon-independent observationscross-product statisticgeneralized Cramér-von Mises goodness-of-fit statisticsHoeffding's nonparametric measure of bivariate dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Point estimation (62F10)

Related Items (5)

Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics ⋮ Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics ⋮ Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency ⋮ Confidence intervals based on estimators with unknown rates of convergence ⋮ A test for independence of two stationary infinite order autoregressive processes

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