Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes
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Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
Abstract: It is commonly acknowledged that V-functionals with an unbounded kernel are not Hadamard differentiable and that therefore the asymptotic distribution of U- and V-statistics with an unbounded kernel cannot be derived by the Functional Delta Method (FDM). However, in this article we show that V-functionals are quasi-Hadamard differentiable and that therefore a modified version of the FDM (introduced recently in (J. Multivariate Anal. 101 (2010) 2452--2463)) can be applied to this problem. The modified FDM requires weak convergence of a weighted version of the underlying empirical process. The latter is not problematic since there exist several results on weighted empirical processes in the literature; see, for example, (J. Econometrics 130 (2006) 307--335, Ann. Probab. 24 (1996) 2098--2127, Empirical Processes with Applications to Statistics (1986) Wiley, Statist. Sinica 18 (2008) 313--333). The modified FDM approach has the advantage that it is very flexible w.r.t. both the underlying data and the estimator of the unknown distribution function. Both will be demonstrated by various examples. In particular, we will show that our FDM approach covers mainly all the results known in literature for the asymptotic distribution of U- and V-statistics based on dependent data -- and our assumptions are by tendency even weaker. Moreover, using our FDM approach we extend these results to dependence concepts that are not covered by the existing literature.
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Cited in
(21)- Kaplan-Meier V- and U-statistics
- Exponential inequalities for dependent V-statistics via random Fourier features
- Approximating class approach for empirical processes of dependent sequences indexed by functions
- Limit theorems for \(U\)-statistics of Bernoulli data
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
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- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Qualitative robustness of von Mises statistics based on strongly mixing data
- A modified functional delta method and its application to the estimation of risk functionals
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- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- An extended continuous mapping theorem for outer almost sure weak convergence
- Dependent wild bootstrap for the empirical process
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales
- Weak convergence of the weighted sequential empirical process of some long-range dependent data
- On estimation of limiting variance of partial sums of functions of associated random variables
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- Continuous mapping approach to the asymptotics of U- and V-statistics
- On limiting distribution of U-statistics based on associated random variables
- New measure of the bivariate asymmetry
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