zbMath0771.62001MaRDI QIDQ3999009
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Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Central limit theorem for U-statistics of associated random variables,
A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application,
A note on variable selection in nonparametric regression with dependent data,
On characterization of two-sample \(U\)-statistics,
Nonparametric estimation of regression functions with both categorical and continuous data,
Empirical likelihood based on synthetic right censored data,
A class of statistics useful in testing increasing failure rate average and new better than used life distributions,
Nonparametric frontier estimation via local linear regression,
Asymptotic results on weakly increasing subsequences in random words,
A nonparametric test for equality of distributions with mixed categorical and continuous data,
Generalised two-sample \(U\)-statistics and a two-species reaction- diffusion model,
Jackknife empirical likelihood for linear transformation models with right censoring,
On normal approximations for the two-sample problem on multidimensional tori,
Incomplete generalized \(L\)-statistics,
On testing sphericity and identity of a covariance matrix with large dimensions,
On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities,
Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems,
Ball divergence: nonparametric two sample test,
Optimal bandwidth selection for kernel density functionals estimation,
Robust estimators and tests for bivariate copulas based on likelihood depth,
Resampling methods for the nonparametric and generalized Behrens-Fisher problems,
Moderate deviations via cumulants,
A \(U\)-classifier for high-dimensional data under non-normality,
Small sample inference for probabilistic index models,
A test for equality of two distributions via jackknife empirical likelihood and characteristic functions,
Probability weighted moments properties for small samples,
Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters,
On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted \(U\)-statistics,
Concordance measures for multivariate non-continuous random vectors,
A multivariate version of Hoeffding's phi-square,
Limit theorems for short distances in \(\mathbb{R}^m\),
Nonparametric testing under crossover design for ordered categorical response,
Robustness and monotonicity properties of generalized correlation coefficients,
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data,
A nonparametric two-sample test applicable to high dimensional data,
On HNBUE class after specific age,
Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications,
On limiting distribution of U-statistics based on associated random variables,
Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals,
Identifying the finite dimensionality of curve time series,
On asymptotic behavior of \(U\)-statistics for associated random variables,
Classifier variability: accounting for training and testing,
New empirical likelihood inference for linear transformation models,
A method of moments estimator of tail dependence in meta-elliptical models,
Minimum risk point estimation of Gini index,
Point process diagnostics based on weighted second-order statistics and their asymptotic properties,
A link-free method for testing the significance of predictors,
A simple variance inequality for \(U\)-statistics of a Markov chain with applications,
Strong law of large numbers for weighted \(U\)-statistics: Application to incomplete \(U\)-statistics,
Empirical likelihood inference for the accelerated failure time model,
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes,
Data depth for simple orthogonal regression with application to crack orientation,
Qualitative and infinitesimal robustness of tail-dependent statistical functionals,
U-statistics on associated random variables,
Consistency and robustness of tests and estimators based on depth,
Minimum variance rectangular designs for U-statistics.,
New robust tests for the parameters of the Weibull distribution for complete and censored data,
\(U\)-statistics based on spacings,
A class of nonparametric tests for testing homogeneity of variances against ordered alternatives based on subsample extrema,
Convergence of \(U\)-statistics for interacting particle systems,
\(U\)-statistics of Ornstein-Uhlenbeck branching particle system,
Limiting cumulants of \(U\)-statistics,
On high-frequency limits of \(U\)-statistics in Besov spaces over compact manifolds,
Testing spatial randomness based on empirical distribution function: a study on lattice data,
On the bias of order statistics in non-i.i.d. samples,
On testing alternative classes of life distribution with guaranteed survival times,
Multiple change-point estimation with U-statistics,
Simultaneous confidence band and hypothesis test in generalised varying-coefficient models,
Depth estimators and tests based on the likelihood principle with application to regression,
Semiparametric inference for transformation models via empirical likelihood,
A comparative study on a permutation statistic,
On testing exponentiality against new better than used of specified age,
On a two-treatment adaptive allocation rule for continuous response,
An efficient nonparametric test for bivariate two-sample location problem,
Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy,
Inference for mixtures of symmetric distributions,
Asymptotics of Oja median estimate,
Distribution-free tests for polynomial regression based on simplicial depth,
Two tests for multivariate normality based on the characteristic function,
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models,
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients,
Minimization and estimation of the variance of prediction errors for cross-validation designs,
A remark on strong law of large numbers for weighted \(U\)-statistics,
Asymptotics of a Theil-type estimate in multiple linear regression,
On asymptotic behavior of multilinear eigenvalue statistics of random matrices,
Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho,
Tree based functional expansions for Feynman--Kac particle models,
On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics,
Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics,
Counting loopy graphs with given degrees,
Asymptotics for statistical functionals of long-memory sequences,
Asymptotic distributions of non-central Studentized statistics,
A large deviation theorem for \(U\)-processes,
Improved \(U\)-tests for variance components in one-way random effects models,
A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.,
\(U\)-statistics on a lattice of i. i. d. random variables,
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences,
Weak invariance principles for weighted \(U\)-statistics,
Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation,
A new nonparametric bivariate test for two sample location problem,
Minimax optimality of permutation tests,
Smoothed rank correlation of the linear transformation regression model,
Moderate deviations for degenerate \(U\)-processes.,
On weighted \(U\)-statistics for stationary processes.,
On the use of random forest for two-sample testing,
Inference for change points in high-dimensional data via selfnormalization,
Jackknife empirical likelihood based inference for probability weighted moments,
Weighted bootstrap for \(U\)-statistics,
Limit theorems for random permanents with exchangeable structure,
Consistent model specification tests based on \(k\)-nearest-neighbor estimation method,
A generalized Wilcoxon-Mann-Whitney type test for multivariate data through pairwise distance,
Nonparametric test for a class of lifetime distribution UBAC(2) based on the Laplace transform,
Non-parametric test for decreasing renewal dichotomous Markov noise shock model,
On the central limit theorem for \(U\)-statistics under absolute regularity,
On a new interpretation of the sample variance,
A moment-based test for extreme-value dependence,
Patterns in random permutations,
High-dimensional general linear hypothesis testing under heteroscedasticity,
A unified approach to testing mean vectors with large dimensions,
Constructions of new classes of one- and two-sample nonparametric location tests,
Sieve extremum estimation of a semiparametric transformation model,
On testing exponentiality against UBA class of life distributions based on Laplace transform,
Estimation for single-index models via martingale difference divergence,
Modeling functional data: a test procedure,
High dimensional two-sample test based on the inter-point distance,
On the asymptotic behaviour of the variance estimator of a \(U\)-statistic,
Depth-based weighted jackknife empirical likelihood for non-smooth \(U\)-structure equations. WJEL for \(U\)-structure equations,
Convergence in distribution of multiple change point estimators,
Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain,
Independence tests with random subspace of two random vectors in high dimension,
A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting,
Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data,
Central limit theorems for \(U\)-statistics of Poisson point processes,
Nonparametric dynamic panel data models: kernel estimation and specification testing,
\(U\)-max-statistics and limit theorems for perimeters and areas of random polygons,
Fast surrogates of U-statistics,
Estimation of Kendall's tau from censored data,
Inference of weighted \(V\)-statistics for nonstationary time series and its applications,
Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis,
Concentration inequalities for two-sample rank processes with application to bipartite ranking,
Hyperlink regression via Bregman divergence,
A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses,
Two-sample test in high dimensions through random selection,
Marginal false discovery rate for a penalized transformation survival model,
Non-parametric estimation of Gini index with right censored observations,
A central limit theorem for incomplete U-statistics over triangular arrays,
The Berry-Esséen bound for Studentized statistics,
Tests for covariance matrices in high dimension with less sample size,
A framework for measuring association of random vectors via collapsed random variables,
Empirical likelihood for non-degenerate \(U\)-statistics,
Wilcoxon-signed rank test for associated sequences,
Comparison of genomic sequences using the Hamming distance,
Poisson limits for \(U\)-statistics.,
A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems,
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model,
Some new tests for normality based on U-processes,
Tests for multiple regression based on simplicial depth,
A general class of linearly extrapolated variance estimators,
A note on the uniform asymptotic normality of location M-estimates,
New measure of the bivariate asymmetry,
Approximation theorems for random permanents and associated stochastic processes,
A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression,
On inference validity of weighted U-statistics under data heterogeneity,
Smoothed nonparametric tests and approximations of \(p\)-values,
Testing the symmetry of a dependence structure with a characteristic function,
Growth Curve of Elephant Foot Yam, One Sided Estimation and Confidence Band,
Simplicial variances, potentials and Mahalanobis distances,
On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality,
Estimating a unitary effect summary based on combined survival and quantitative outcomes,
Hoeffding decomposition in \(H^1\) spaces,
Testing exponentiality against renewal new better than used in Laplace transform order: applications in reliability,
Simultaneous inference for Kendall's tau,
Discontinuous versus smooth regression,
Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics,
The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables,
Multinomial goodness-of-fit based on \(U\)-statistics: high-dimensional asymptotic and minimax optimality,
New characterization-based symmetry tests,
Estimating the complexity index of functional data: some asymptotics,
On nonparametric tests of multivariate meta-ellipticity,
Product-form estimators: exploiting independence to scale up Monte Carlo,
\(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity,
Specification testing in semi-parametric transformation models,
Location-invariant tests of homogeneity of large-dimensional covariance matrices,
Algorithm-based distribution of two-sample statistics,
Poisson approximation with applications to stochastic geometry,
Tests for proportionality of matrices with large dimension,
Asymptotics for products of independent sums with an application to Wishart determinants,
Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies,
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns,
Handling missing values in support vector machine classifiers,
Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions,
A central limit theorem for two-sample U-processes,
Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences,
Goodness-of-fit tests for the family of multivariate chi-square copulas,
Functional limit theorems for \(U\)-statistics indexed by a random walk.,
On renewal increasing mean residual life distributions: an age replacement model with hypothesis testing application,
Asymptotic properties of a two sample randomized test for partially dependent data,
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data,
Dependence of variance on covariate design in nonparametric link regression,
On algebraic Stein operators for Gaussian polynomials,
Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data,
On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm,
Two-sample nonparametric test for proportional reversed hazards,
Bootstrap rank tests for trend in time series,
Testing homogeneity in high dimensional data through random projections,
Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics,
Copula modeling from Abe Sklar to the present day,
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics,
Inference on Correlated Discrimination Measures in Survival Analysis: A Nonparametric Approach,
A New Scale-Invariant Nonparametric Test for Two-Sample Bivariate Location Problem with Application,
Jackknife empirical likelihood test for testing one-sided Lévy distribution,
Bandwidth selection for kernel density estimation: a Hermite series-based direct plug-in approach,
A robust and nonparametric two-sample test in high dimensions,
A moment inequality for decreasing mean time to failure distributions with hypothesis testing application,
Nonparametric estimation of a surrogate density function in infinite-dimensional spaces,
Jackknife empirical likelihood ratio test for testing mean residual life and mean past life ordering,
Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing,
Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework,
Phylogenetic trees via Hamming distance decomposition tests,
An exact test for exponentiality against renewal increasing mean residual life class,
ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS,
A bivariate test for location based on simplicial depth,
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence,
Transformed jackknife empirical likelihood for probability weighted moments,
An optimal design in a two-stage ethical allocation based on U-statistics,
A new method for multi-sample high-dimensional covariance matrices test based on permutation,
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Statistical Inference for Rényi Entropy Functionals,
Distributed inference for two‐sample U‐statistics in massive data analysis,
Optimal minimax rates of specification testing with data-driven bandwidth,
Robust testing procedures for scale differences in paired data,
Complementary information for skewness measures,
Novel specification tests for synchronous additive concurrent model formulation based on martingale difference divergence,
A nonparametric approach to assess undergraduate performance,
BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data,
Inference for High-Dimensional Exchangeable Arrays,
On an alternative sequence comparison statistic of Steele,
Pearson's Chi-Square Test and Rank Correlation Inferences for Clustered Data,
On general weighted cumulative residual extropy and general weighted negative cumulative extropy,
Correcting the bias of the net benefit estimator due to right‐censored observations,
A comparison between two treatments in a clinical trial with an ethical allocation design,
Multiple comparisons of mean vectors with large dimension under general conditions,
Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric,
Comparison of Gini indices using sequential approach: Application to the U.S. Small Business Administration data,
U-Statistics for left truncated and right censored data,
A new non-parametric test for testing positive quadrant dependence,
Boundary-adaptive kernel density estimation: the case of (near) uniform density,
Measuring and testing homogeneity of distributions by characteristic distance,
Tail inference using extreme U-statistics,
Weighted bootstrap for two-sample \(U\)-statistics,
Berry-Essén theorem for random determinants,
Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models,
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Approximate Entropy as an Irregularity Measure for Financial Data,
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A note on biases of jackknife estimators of third central moments,
Homogeneity tests among groups for microsatellite data,
The total bootstrap median: a robust and efficient estimator of location and scale for small samples,
Second order approximation in a linear regression with heteroskedasticity of unknown form,
Academic performance of students from entrance to graduation via quasi U-statistics: a study at a Brazilian research university,
EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models,
About the Complexity Function in Small-ball Probability Factorization,
Stratification: Measuring and Inference,
DESIGN BASED INCOMPLETE U-STATISTICS,
Two‐Sample Tests for Comparing Intra‐Individual Genetic Sequence Diversity between Populations,
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The Kernel distribution estimator of functions of random variables,
An efficient variance estimator for cross-validation under partition sampling,
Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding,
Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence,
A uniform strong law of large numbers for \(U\)-statistics with application to transforming to near symmetry,
Optimal bandwidths for kernel density estimators of functions of observations,
U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures,
Test for independence between time to failure and cause of failure in competing risks with k causes,
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Limit theorems for U-statistics indexed by a one dimensional random walk,
Two‐stage U‐statistics for Hypothesis Testing,
\(U\)-statistics for change under alternatives,
Asymptotic normality for \(U\)-statistics of associated random variables,
Sample Entropy Statistics and Testing for Order in Complex Physiological Signals,
On the fundamental theorem of card counting, with application to the game of trente et quarante,
The law of the iterated logarithm and central limit theorem for \(L\)-statistics,
Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth,
Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini’s mean difference and mean absolute deviation,
Spearman's footrule and Gini's gamma: a review with complements,
A study of the power and robustness of a new test for independence against contiguous alternatives,
On the asymptotic behavior of weighted \(U\)-statistics,
Clustering and classification problems in genetics through U-statistics,
Minimum-Distance Estimator for Stable Exponent,
Estimation of entropy-type integral functionals,
A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS,
Resampling method to estimate intra-cluster correlation for clustered binary data,
EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models,
ON NRBUL CLASS OF LIFE DISTRIBUTIONS,
Tests for high-dimensional covariance matrices using the theory ofU-statistics,
Incomplete interdirections and lift-interdirections,
A weighted least-squares cross-validation bandwidth selector for kernel density estimation,
Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality,
Wilcoxon-Signed Rank Test for Long Memory Sequences,
Analysis of kernel density estimation of functions of random variables,
Tests of Multivariate Independence for Ordinal Data,
Optimal Allocation of Gold Standard Testing Under Constrained Availability: Application to Assessment of HIV Treatment Failure,
On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation,
Testing Additive Separability of Error Term in Nonparametric Structural Models,
Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality,
A method to estimate intra-cluster correlation for clustered categorical data