Approximations for multivariate U-statistics

DOI10.1016/0047-259X(87)90086-8MaRDI QIDQ578787zbMATH OpenFDO

Authors Friedrich Götze

Publication date 1987

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Berry-Esseen boundEdgeworth expansionmoment conditionBerry-Esseen type approximationk-variate U-statistic of degree 2

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3748219 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• An Edgeworth expansion for U-statistics
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Edgeworth expansions in nonparametric statistics
• On the Berry-Esseen theorem for U-statistics
• Speeds of convergence for the multidimensional central limit theorem
• The Berry-Esseen theorem for U-statistics
• The Edgeworth expansion for U-statistics of degree two

Cited in

(18)

• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
• The ROC of Cox proportional hazards cure models with application in cancer studies
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring
• Around U-statistics
• Asymptotic expansions for sums of block-variables under weak dependence
• Extrapolation techniques in U-statistic variance estimation
• One optional observation inflates \(\alpha\) by \({100/\sqrt{n}}\) per cent
• Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics.
• Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs
• scientific article; zbMATH DE number 3917454 (Why is no real title available?)
• Variance estimation of a general u-statistic with appllication to cross-validation
• Two-dimensional approximation of U-statistics
• Expansions for U-statistics and von Mises functionals
• An Edgeworth expansion for symmetric statistics
• Size and power of pretest procedures.

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