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)

• 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?)
• Query-dependent ranking and its asymptotic properties
• Concentration inequalities for two-sample rank processes with application to bipartite ranking
• Large deviations for a test of symmetry based on kernel density estimator of directional data
• A robust estimator of multivariate location based on projection
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• Local robust estimation of the Pickands dependence function
• Inference in semiparametric binary response models with interval data
• Rank estimation for mean residual life transformation model
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
• Title not available (Why is that?)
• Empirical likelihood inference for rank regression with doubly truncated data
• Uniform in bandwidth consistency of nonparametric regression based on copula representation
• Model-Free Conditional Feature Screening with FDR Control
• Moderate deviations results for a symmetry testing statistic based on the kernel density estimator for directional data
• Sure joint feature screening in nonparametric transformation model for right censored data
• Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
• Quantile based dimension reduction in censored regression
• Some Uniform Limit Results in Additive Regression Model
• A central limit theorem for two-sample U-processes
• DBSCAN: optimal rates for density-based cluster estimation
• A note on the integrated squared error of a kernel density estimator in non-smooth cases
• Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
• Concordance and value information criteria for optimal treatment decision
• An exponential inequality for \(U\)-statistics with applications to testing
• Rank regression for current status data
• Inference in models with partially identified control functions
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
• Robust regression analysis for clustered interval-censored failure time data
• A censored copula model for micro-level claim reserving
• Properties of the QME under asymmetrically distributed disturbances
• Robust inference for subgroup analysis with general transformation models
• Semiparametric estimation of panel data models without monotonicity or separability
• Nearest neighbor empirical processes
• Partial identification and inference in censored quantile regression
• Learning rates for regularized least squares ranking algorithm
• U-Processes and Preference Learning
• New estimation for heteroscedastic single-index measurement error models
• Testing for additivity in nonparametric quantile regression
• Quantile regression of longitudinal data with informative observation times
• Joint sufficient dimension reduction for estimating continuous treatment effect functions
• Weighted rank estimation for nonparametric transformation models with doubly truncated data
• Sparse concordance‐based ordinal classification
• Moderate and large deviations for \(U\)-processes
• Title not available (Why is that?)
• Moderate deviations for degenerate \(U\)-processes.
• Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
• On the asymptotics of \(Z\)-estimators indexed by the objective functions
• On rank estimators in increasing dimensions
• Semi-parametric order-based generalized multivariate regression
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Post-regularization inference for time-varying nonparanormal graphical models
• Proportional cross-ratio model
• Multiplier \(U\)-processes: sharp bounds and applications
• Inference for high-dimensional varying-coefficient quantile regression
• Inference in ordered response games with complete information
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
• Uniform convergence results for the local linear regression estimation of the conditional distribution
• Robust estimation of the conditional stable tail dependence function
• Title not available (Why is that?)
• Robust nonparametric estimation of the conditional tail dependence coefficient
• Large deviations and moderate deviations for kernel density estimators of directional data
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
• Estimation of density functionals via cross-validation
• A large deviation theorem for \(U\)-processes
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
• Functional convergence of sequential \(U\)-processes with size-dependent kernels
• Estimation and inference procedures for semiparametric distribution models with varying linear-index
• Second-order linearity of Wilcoxon statistics
• A joint test for parametric specification and independence in nonlinear regression models
• Variable selection for semiparametric accelerated failure time models with nonignorable missing data
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• Limit theorems for a class of processes generalizing the U -empirical process
• Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
• Resampling \(U\)-statistics using \(p\)-stable laws
• Quantile regression under random censoring.

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