U-processes: Rates of convergence

DOI10.1214/AOS/1176350374zbMATH Open0624.60048OpenAlexW2061905469MaRDI QIDQ578728FDOQ578728

Authors: Jianyong Qiao, Sumit K. Garg 

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350374

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zbMATH Keywords

density estimationU-statisticcross validationempirical processesuniform almost sure convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)

Cited In (only showing first 100 items - show all)

• Resampling \(U\)-statistics using \(p\)-stable laws
• Quantile regression under random censoring.
• Binary response models with \(M\)-phase case-control data
• Heteroscedasticity checks for regression models
• Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
• Approximating class approach for empirical processes of dependent sequences indexed by functions
• Robust inference of conditional average treatment effects using dimension reduction
• A general result on the uniform in bandwidth consistency of kernel-type function estimators
• Significance testing in nonparametric regression based on the bootstrap.
• Conditional variance model checking
• Confidence bands in density estimation
• Kernel density estimators: convergence in distribution for weighted sup-norms
• Location-adaptive density estimation and nearest-neighbor distance
• Single-index copulas
• Uniform bandwidth estimation of integral functionals of the density function
• A consistent nonparametric test of affiliation in auction models
• Asymptotics for kernel estimate of sliced inverse regression
• Uniform limit theorems for wavelet density estimators
• Testing monotonicity of regression.
• Smoothed quantile regression for panel data
• Weighted uniform consistency of kernel density estimators.
• Semiparametric identification of binary decision games of incomplete information with correlated private signals
• On the strong approximation of bootstrapped empirical copula processes with applications
• On the law of the iterated logarithm for canonical \(U\)-statistics and processes
• Uniform consistency of automatic and location-adaptive delta-sequence estimators
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• Uniform in bandwidth consistency of kernel-type function estimators
• Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
• Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
• Global uniform risk bounds for wavelet deconvolution estimators
• Pairwise difference estimators of censored and truncated regression models
• Robust reduced-rank modeling via rank regression
• Asymptotics for multivariate trimming
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
• Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
• Conditional density estimation in a censored single-index regression model
• On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
• Bounds on the tail probability of 𝑈-statistics and quadratic forms
• On semiparametric \(M\)-estimation in single-index regression
• Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean
• One bootstrap suffices to generate sharp uniform bounds in functional estimation
• Single index regression models in the presence of censoring depending on the covariates
• Testing independence between exogenous variables and unobserved errors
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• Local nonlinear least squares: using parametric information in nonparametric regression
• An adaptive composite quantile approach to dimension reduction
• Approximation and learning of convex superpositions
• Decision theoretic generalizations of the PAC model for neural net and other learning applications
• \(U\)-statistic with side information
• The intermediate disorder regime for directed polymers in dimension \(1+1\)
• Powerful nonparametric checks for quantile regression
• Bootstrap critical values for tests based on the smoothed maximum score estimator
• Kernel Machine Approach to Testing the Significance of Multiple Genetic Markers for Risk Prediction
• Convergence of \(U\)-statistics for interacting particle systems
• Uniform convergence of series estimators over function spaces
• Quantile regression for right-censored and length-biased data
• Asymptotic normality of multivariate trimmed means
• Breaking the curse of dimensionality in nonparametric testing
• Nonparametric testing for no covariate effects in conditional copulas
• Uniform in bandwidth consistency of kernel estimators of the density of mixed data
• Global Bahadur representation for nonparametric censored regression quantiles and its applications
• Asymptotics for panel quantile regression models with individual effects
• On the weak convergence of the empirical conditional copula under a simplifying assumption
• The mathematical work of Evarist Giné
• \(U\)-statistic processes: A martingale approach
• A weighted least-squares cross-validation bandwidth selector for kernel density estimation
• Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
• Partial and average copulas and association measures
• Semiparametric estimation of a two-component mixture of linear regressions in which one component is known
• A direct approach to inference in nonparametric and semiparametric quantile models
• Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
• Single-index regression models with right-censored responses
• Gaussian approximation of suprema of empirical processes
• A uniform functional law of the logarithm for the local empirical process.
• Generalized density clustering
• Laws of the iterated logarithm for censored data
• Nonparametric estimation of distributional policy effects
• General tests of conditional independence based on empirical processes indexed by functions
• Nonparametric comparison of regression curves: An empirical process approach
• Wavelet-based estimation in a semiparametric regression model
• Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event
• On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
• Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
• New characterization-based symmetry tests
• Conditional independence testing via weighted partial copulas
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm
• Nonparametric \(\phi\)-divergence estimation and test for model selection
• A rank-based approach to estimating monotone individualized two treatment regimes
• Weighted rank estimation for nonparametric transformation models with nonignorable missing data
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• Solving Estimating Equations With Copulas
• Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
• Generalized accelerated failure time model with censored data from case-cohort studies
• An omnibus non-parametric test of equality in distribution for unknown functions
• Integral estimation based on Markovian design
• Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
• Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data
• Title not available (Why is that?)

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