A Class of Statistics with Asymptotically Normal Distribution
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Publication:5788503
DOI10.1214/aoms/1177730196zbMath0032.04101OpenAlexW4234552994WikidataQ92193729 ScholiaQ92193729MaRDI QIDQ5788503
Publication date: 1948
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730196
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efficient rank statistics, Goodness-of-fit tests for Pareto distribution based on a characterization and their asymptotics, Studentized estimation of a certain functional of a probability density function, Empirical likelihood test for equality of two distributions using distance of characteristic functions, Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ, Estimation and Inference of Heterogeneous Treatment Effects using Random Forests, A New test for whetherFis "More NBU" thanG, ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX, Testing for bivariate gumbel against bivariate new better than used in expectation, An approximated distribution of the gini's rank associatio coefficient, Characterizations and o-statistic representations of lu-statistics, Bayes and empirical bayes estimation of the probability that z > x + y, A james-stein type detour of U-statistics, A GENERALIZED SIGNED–RANK TEST FOR COMPARISON OF P TREATMENTS, A new test for bivariate distributions : exponential vs new-better-than-used alternative, Nonparametric changepoint procedures for repeated measures data, Two-parameter strong laws and maximal inequalities forU-statistics, A generalized quantile estimator under censoring, Almost sure representations of weightedU-statistics with applications, Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces, Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence, Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics, O-statistics and their applications, A two-sample test for location, A note on biases of jackknife estimators of third central moments, Decomposing Functional Model Inputs for Variance-Based Sensitivity Analysis, Nonparametric tests for scale and location, Inference for Kappas for Longitudinal Study Data: Applications to Sexual Health Research, Sensitivity measures,anova-like Techniques and the use of bootstrap, The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics, Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives, EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models, On the extendibility of finitely exchangeable probability measures, Estimates of the quantiles of kendall's partial rank correlation coefficient, SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS, Typicality analysis for the NewtonianN-body problem on \mathbb {S}^2 in the N\to \infty limit, Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case, Nonparametric Bayes Inference for Concordance in Bivariate Distributions, Semiparametric Analysis for Recurrent Event Data with Time-Dependent Covariates and Informative Censoring, Nonparametric measures of intraclass correlation, Characterization of LIL Behavior for Non-DegenerateB-ValuedU-Statistics, A class of Large Sample Tests for Bivariate Exponentiality Versus Bifra and Bnbu (to, to) Alternatives, Testing the association between health status amd an environmental index, An asymptotic representation of a ratio of two statistics and its applications, Testing an increasing failure rate average distribution with censored data, On the elementary symmetric polynomials of independent random variables, Semiparametric estimation of warranty costs, Stochastic dynamic systems with complex-valued eigensolutions, A polynomial dimensional decomposition for stochastic computing, Two central limit problems for dependent random variables, On the Number of Reflexive and Shared Nearest Neighbor Pairs in One-Dimensional Uniform Data, Sample Entropy Statistics and Testing for Order in Complex Physiological Signals, Invariance principles for von Mises and U-statistics, Testing whether survival function is bivariate new better than used, Unnamed Item, Asymptotic inference on a general measure of monotone dependence, Probabilities of moderate deviations under m‐dependence, A one- sample test based on subsamples medians, Asymptotic normality of MRPP statistics from invariance principles of u-statistics, Using small bias nonparametric density estimators for confidence interval estimation, A note on the bias and consistency of the jackknife variance estimator in stratified samples, A class of martingales with non-symmetric limit distributions, Estimation of the Parameters of Type-I Generalized Logistic Distribution Using Order Statistics, On the weak convergence of U-statistic processes, and of the empirical process, Correlation Estimation Using Concomitants of Order Statistics from Bivariate Normal Samples, Asymptotic approximations to the distribution of Kendall's sample τ, Incomplete U -statistics of permanent design, Analysis of kernel density estimation of functions of random variables, Estimate of variance of u-statistics, Tests of Multivariate Independence for Ordinal Data, Asymptotic Confidence Intervals for a New Inequality Measure, New Goodness-of-Fit Tests for Pareto Distributions, Sequential point estimation based on U-statistics, A limit theorem for elementary symmetric polynomials of independent random variables, Convergence rates of sequential confidence intervals and tests for the mean of a u-statistic, Regeneration-based statistics for Harris recurrent Markov chains, Asymptotic behavior of kendall's partial rank correlation coefficient and additional quaantile estimates, Expansions for von Mises functionals, On U-statistics and v. mise? statistics for weakly dependent processes, A Hájek-Rényi inequality forU-statistics, A New Test Procedure for Decreasing Mean Residual Life, Tests for exponentiality against new better than old in expectation and new better than some used in expectation alternatives, The asymptotic distributions of incomplete U-statistics, Nonparametrics: Retrospectives and perspectives*, Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†, EDF and EQf orthogonal component decompositions and tests of uniformity, On the consistency of tests of symmetry, Central limit theorems for a class of symmetric statistics, Test Comparison for Sobol Indices over Nested Sets of Variables, The Asymptotic Normality of the Global Clustering Coefficient in Sparse Random Intersection Graphs, Bayesian Inference for Kendall’s Rank Correlation Coefficient, A Simple and Effective Inequality Measure, Calibrated Edgeworth expansions of finite population L-statistics, Hypothesis Tests for Neyman's Bias in Case–Control Studies, A Monte Carlo algorithm for multiple stochastic integrals of stable processes, On Sure Screening with Multiple Responses, CLT For U-statistics With Growing Dimension, Preintegration via Active Subspace, Estimation of the scale parameter of a family of distributions using a newly derived minimal sufficient statistic, Confidence sets for dynamic poverty indexes, Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case, A broader class of modified two-stage minimum risk point estimation procedures for a normal mean, REPEATED SIGNIFICANCE TESTS IN FREQUENCY AND TIME DOMAINS*, Estimation in the Cox Model with Missing Covariate Data, Limit theorems for U-statistics of Bernoulli data, Unnamed Item, Vector correlation based on ranks and a nonparametric test of no association between vectors1, Unnamed Item, Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon, A fourth‐moment phenomenon for asymptotic normality of monochromatic subgraphs, Marchenko–Pastur law with relaxed independence conditions, A nonparametric approach to assess undergraduate performance, Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations, Normal approximation and fourth moment theorems for monochromatic triangles, A General Framework for Inference on Algorithm-Agnostic Variable Importance, Double Reduction Estimation and Equilibrium Tests in Natural Autopolyploid Populations, Considerations on the identifiability of fracture and bond properties of reinforced concrete, Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets, Anticoncentration and Berry-Esseen bounds for random tensors, Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric, Estimating the parameters of a dependent model and applying it to environmental data set, Refining set-identification in VARs through independence, Limit theorems for deviation means of independent and identically distributed random variables, Comparison of Gini indices using sequential approach: Application to the U.S. Small Business Administration data, Jackknife empirical likelihood for the mean of a zero-and-one inflated population, Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls, On the coalitional decomposition of parameters of interest, Wasserstein-\(p\) bounds in the central limit theorem under local dependence, A robust permutation test for Kendall's tau, Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors, On Dropping the First Sobol’ Point, Weighted U-statistics for likelihood-ratio ordering of bivariate data, Tail inference using extreme U-statistics, The number of occurrences of patterns in a random tree or forest permutation, Weighted bootstrap for two-sample \(U\)-statistics, Combined estimating equation approaches for the additive hazards model with left-truncated and interval-censored data, Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data, Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models, Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data, On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm, On the asymptotic power of a method for testing hypotheses on the equality of distributions, Extremal random beta polytopes, General tests of conditional independence based on empirical processes indexed by functions, Bootstrap rank tests for trend in time series, Hypothesis Tests for Structured Rank Correlation Matrices, Rank-based max-sum tests for mutual independence of high-dimensional random vectors, Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics, Unnamed Item, Sample size formula for general win ratio analysis, Unnamed Item, Descent-inversion statistics in riffle shuffles, Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments, A central limit theorem for the U-statistic, Higher-Order Infinitesimal Robustness, Applications of the Bootstrap in ROC Analysis, Unnamed Item, Bivariate Marker Measurements and ROC Analysis, Nonparametric analysis of treatment effects with missing observations, Muth Distribution and Estimation of a Parameter Using Order Statistics, Inference With Interference Between Units in an fMRI Experiment of Motor Inhibition, Non- and semiparametric statistics: compared and contrasted, Goodness-of-fit tests and second-order asymptotic relations, The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics, Statistical inference for testing inequality indices with dependent samples, MU-estimation and smoothing, Large deviations for \(U\)-statistics, An Improved Method on Wilcoxon Rank Sum Test for Gene Selection from Microarray Experiments, An equality test across nonparametric regressions, Multiplicative censoring: Density estimation by a series expansion approach, Tensor Algorithms for Advanced Sensitivity Metrics, Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini’s mean difference and mean absolute deviation, ROC analysis for multiple markers with tree-based classification, A study of the power and robustness of a new test for independence against contiguous alternatives, Clustering and classification problems in genetics through U-statistics, Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices, EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models, Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms, Unnamed Item, Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality, SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES, ROC Analysis for Multiple Markers with Tree-Based Classification, A Measure Of Association Based On Gin's Mean Difference, On jackknifing the symmetrized Tyler matrix, Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification, Robust discrimination between long‐range dependence and a change in mean, Global Sensitivity Analysis and Wasserstein Spaces, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation, Entropy and Concentration, Robust Estimation in AFT Models and a Covariate Adjusted Mann–Whitney Statistic for Comparing Two Sojourn Times, Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework, Boosting Random Forests to Reduce Bias; One-Step Boosted Forest and Its Variance Estimate, U-Statistical Inference for Hierarchical Clustering, The central limit theorem for backwards martingales, A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions, Double robust estimator in general treatment regimes based on Covariate-balancing, A bivariate test for location based on simplicial depth, On the mean time to failure of an age-replacement model in discrete time, Jackknife empirical likelihood-based inference for S-Gini indices, Sufficient Dimension Reduction via Squared-Loss Mutual Information Estimation, A Bayesian analysis for the Mann-Whitney statistic, On a control chart for the Gini index with simulations, A study of indices useful for the assessment of diagnostic markers in non-parametric ROC curve analysis, Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes, A comparison between two treatments in a clinical trial with an ethical allocation design, Mean Dimension of Ridge Functions, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, Testing Kendall's τ for a large class of dependent sequences, An asymptotic test for a geometric process against a lattice distribution with monotone hazard, A variance stabilizing transformation for the Gini concentration ratio, Homogeneity tests among groups for microsatellite data, On inference for Kendall's τ within a longitudinal data setting, Contrasting the Gini and Zenga indices of economic inequality, Change-Point Detection Under Dependence Based on Two-Sample U-Statistics, Higher order concentration of measure, Academic performance of students from entrance to graduation via quasi U-statistics: a study at a Brazilian research university, ℓ1regressions: Gini estimators for fixed effects panel data, An Invariance Principle for Reversed Martingales, Stratification: Measuring and Inference, Time‐series clustering via quasi U‐statistics, Large sample behaviour of some well-known robust estimators under long-range dependence, DESIGN BASED INCOMPLETE U-STATISTICS, Testing factor–covariate interaction in rank repeated-measures analysis of covariance models, An efficient variance estimator for cross-validation under partition sampling, Non-Gaussian limit distributions forU-statistics based on trimmed and Winsorized samples, Second-order and resampling approximation of finite populationU-statistics based on stratified samples, U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures, Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs, Two-Term Edgeworth Expansions for the Classes of U- and V-statistics, A repeated significance test for new better than used, Functional Network Topology Learning and Sensitivity Analysis Based on ANOVA Decomposition, Hypothesis Testing Problems in an Unbalanced Longitudinal Ophthalmology Study, The most efficient linear combination of the Sign and the Maesono tests for p-normal distributions, Generalized Sobol sensitivity indices for dependent variables: numerical methods, Computing first-order sensitivity indices with contribution to the sample mean plot, A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices, ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs, Tests for high-dimensional covariance matrices using the theory ofU-statistics, The LLN and CLT for U-statistics under cross-sectional dependence, On a Less Cumbersome Method of Estimation of Parameters of Type III Generalized Logistic Distribution by Order Statistics, Global Sensitivity Analysis for Optimization with Variable Selection, Reduce the computation in jackknife empirical likelihood for comparing two correlated Gini indices, Unnamed Item, Jackknife empirical likelihood for comparing two Gini indices, Quantum U-statistics, Functional sensitivity analysis of ruin probability in the classical risk models, Resolving statistical uncertainty in correlation dimension estimation, Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality, Generalized limit theorems forU-max statistics
