Invariance principles for von Mises and U-statistics
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Publication:3345508
DOI10.1007/BF00535265zbMATH Open0552.60030MaRDI QIDQ3345508FDOQ3345508
Authors: Manfred Denker, Walter Philipp, Herold Dehling
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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empirical distribution functionU-statistictest of goodness of fitstochastic double integralvon-Mises statistic
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Cited In (18)
- Resampling \(U\)-statistics using \(p\)-stable laws
- Renewal theory for asymmetric \(U\)-statistics
- Functional asymptotic behavior of some random multilinear forms
- Complete convergence of triangular arrays and the law of the iterated logarithm for U-statistics
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes
- Title not available (Why is that?)
- The almost sure invariance principle for the empirical process of U- statistic structure
- Two-parameter strong laws and maximal inequalities forU-statistics
- Weak invariance principles for weighted \(U\)-statistics
- A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics
- The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
- Asymptotic behavior of optimal weighting in generalized self-normalization for time series
- Limit theorems for von Mises statistics of a measure preserving transformation
- The LIL for canonical \(U\)-statistics of order 2
- Title not available (Why is that?)
- The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- Title not available (Why is that?)
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