Limit theorems for a class of processes generalizing the U -empirical process
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Cites work
- U-Processes and Preference Learning
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- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
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- A consistent test of independence based on a sign covariance related to Kendall's tau
- A functional limit theorem for random graphs with applications to subgraph count statistics
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- Almost sure representations of the product-limit estimator for truncated data
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- Asymptotic distribution of symmetric statistics
- Asymptotic distributions for weighted U-statistics
- Asymptotic distributions of weighted \(U\)-statistics of degree 2
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- Asymptotic properties of inverse probability of censored weighted U-empirical process for right-censored data with applications
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Asymptotic Statistics
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- Berry-Esseen bounds for generalized U-statistics
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- Bootstrapping general empirical measures
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- Laws of the iterated logarithm for the local U-statistic process
- Limit theorems for \(U\)-processes
- Limit theorems for a triangular scheme of U-statistics with applications to inter-point distances
- Limit theorems for the infinite-degree U-process.
- Limit theorems for the simplicial depth
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Multiplier \(U\)-processes: sharp bounds and applications
- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
- New characterization-based exponentiality tests for randomly censored data
- Non-degenerate \(U\)-statistics for data missing completely at random with application to testing independence
- On a notion of data depth based on random simplices
- On Deviations between Theoretical and Empirical Distributions
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
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- On the asymptotic behavior of weighted U-statistics
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- On the bootstrap of \(U\) and \(V\) statistics
- On the strong approximation of bootstrapped empirical copula processes with applications
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
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- Rates of convergence for random forests via generalized U-statistics
- Renewal type bootstrap for \(U\)-process Markov chains
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Robust estimation of U-statistics
- Scaling-up empirical risk minimization: optimization of incomplete U-statistics
- Some limit theorems for empirical processes (with discussion)
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- The weighted empirical process of row independent random variables with arbitrary distribution functions
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- U-processes: Rates of convergence
- U-Statistics for left truncated and right censored data
- Uniform Central Limit Theorems
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Uniform in bandwidth consistency of conditional U-statistics adaptive to intrinsic dimension in presence of censored data
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Cited in
(4)- Rates in the complete convergence of weighted bootstrap means
- Nonparametric conditional U-statistics on Lie groups with measurement errors
- Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators
- Asymptotic theory for conditional U-statistics on hyperspherical domains under measurement error
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