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

Cited in

(36)

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

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