Weak Convergence of U-Statistics and Von Mises' Differentiable Statistical Functions

Cited In (36)

Invariance principles for stochastic area and related stochastic integrals
Renewal theory for asymmetric $U$-statistics
REPEATED SIGNIFICANCE TESTS IN FREQUENCY AND TIME DOMAINS*
Weak invariance principle for finite-population U-statistics
Life and work of Bhaskar Kumar Ghosh
On functional laws of the iterated logarithm
An invariance principle for U-statistics in simple random sampling without replacement
Invariance principles for U-statistics and von Mises functionals
Invariance principles for von Mises and U-statistics
U-Statistics in Sequential Tests and Change Detection
Two-stage testing whether new is better than used
The weak convergence for self-normalized $U$-statistics with dependent samples
Asymptotic properties of linear combinations of U-statistics with degenerate kernels
Subsampling based inference for $U$ statistics under thick tails using self-normalization
Asymptotic theorems for kernel U-quantiles
Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations
Asymptotic behavior of optimal weighting in generalized self-normalization for time series
A repeated significance test for new better than used
Strong laws for randomly indexed U-statistics
On the weak convergence of U-statistic processes, and of the empirical process
Weighted approximations for Studentized $U$-statistics
On weak approximations of $U$-statistics
A note on invariance principles for v. Mises' statistics
Maximal inequalities and convergence results for generalized U- statistics
Weak and strong representations for trimmed U-statistics
Some invariance principles for rank statistics for testing independence
Cumulative processes: Linear combinations of order statistics and percentiles
$U$-statistics on a lattice of i. i. d. random variables
A Nonparametric Sequential Point Estimator
Limiting behavior of U-statistics for stationary, absolutely regular processes
On U-statistics and v. mise? statistics for weakly dependent processes
Functional convergence of sequential $U$-processes with size-dependent kernels
Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics
An invariance principle for reduced U-statistics
Nonparametric Sequential Comparison of Two Treatments with Random Allocation

This page was built for publication: Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5649293)