scientific article; zbMATH DE number 4005331
From MaRDI portal
Publication:3756303
Recommendations
Cited in
(45)- Integrated Square Error Asymptotics for Supersmooth Deconvolution
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- A universal approach to estimate the conditional variance in semimartingale limit theorems
- An equivalent formula for Pitman's asymptotic relative efficiency under weakened assumptions
- A note on mean testing for high dimensional multivariate data under non-normality
- Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ
- Rank statistics under dependent observations and applications to factorial designs
- On asymptotic minimaxity of rank tests
- A simple non-parametric goodness-of-fit test for elliptical copulas
- A central limit theorem for incomplete U-statistics over triangular arrays
- An invariance principle for U-statistics in simple random sampling without replacement
- Invariance principles for U-statistics and von Mises functionals
- Multi-objective shape optimization of TESLA-like cavities: addressing stochastic Maxwell's eigenproblem constraints
- 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
- Approximation Theorems of Mathematical Statistics
- Minimax confidence intervals for the sliced Wasserstein distance
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- scientific article; zbMATH DE number 46278 (Why is no real title available?)
- A new integral nonparametric test for the affine symmetry hypothesis
- Large deviations of degenerate Mises functionals.
- A universal result in almost sure central limit theory.
- Weak invariance principles for weighted \(U\)-statistics
- A remark on strong law of large numbers for weighted U-statistics
- A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics
- Approximation theorems of mathematical statistics
- scientific article; zbMATH DE number 3901796 (Why is no real title available?)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals
- A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates
- scientific article; zbMATH DE number 926580 (Why is no real title available?)
- Resampling methods for the nonparametric and generalized Behrens-Fisher problems
- Moderate deviations for degenerate \(U\)-processes.
- Asymptotic distributions of non-central Studentized statistics
- Continuous mapping approach to the asymptotics of U- and V-statistics
- U-statistics on Winsorized and trimmed samples
- The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals
- Parameter Estimation of Stable Distributions
- Bivariate symmetric statistics of long-range dependent observations
- Clustering and classification problems in genetics through U-statistics
- Asymptotic normality of two sample linear rank statistics under U- statistic structure
- Change-point detection under dependence based on two-sample \(U\)-statistics
- Almost sure limit theorems for \(U\)-statistics
- Bootstrapping rank statistics.
- Asymptotic normality of two-sample linear rank statistics under association
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3756303)