Limit Theorems for Dependent U-statistics

DOI10.1007/0-387-36062-X_3zbMath1105.62047OpenAlexW3376891MaRDI QIDQ3416885

Herold G. Dehling

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-36062-x_3

zbMATH Keywords

central limit theoreminvariance principleU-statisticsergodic theoremvon Mises statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (14)

Normal approximation for U- and V-statistics of a stationary absolutely regular sequence ⋮ Exponential inequalities for dependent V-statistics via random Fourier features ⋮ Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution ⋮ On the asymptotic normality conditions for the number of repetitions in a stationary random sequence ⋮ Almost sure representations of weightedU-statistics with applications ⋮ A simple variance inequality for \(U\)-statistics of a Markov chain with applications ⋮ Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes ⋮ Qualitative robustness of von Mises statistics based on strongly mixing data ⋮ Unnamed Item ⋮ Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics ⋮ Inference of weighted \(V\)-statistics for nonstationary time series and its applications ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ A renewal approach to Markovian \(U\)-statistics ⋮ Goodness-of-fit test of copula functions for semi-parametric univariate time series models

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