Limit theorems for U-processes
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Publication:688059
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(only showing first 100 items - show all)- Moderate deviations for degenerate \(U\)-processes.
- An independence test based on recurrence rates
- Some extensions of Tukey's depth function
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
- Recycling physical random numbers
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Analytical and statistical properties of local depth functions motivated by clustering applications
- Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs
- Multiplier \(U\)-processes: sharp bounds and applications
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- Bootstrapping nonparametric estimators of the volatility function.
- A statistical view of clustering performance through the theory of U-processes
- Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains
- 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
- A large deviation theorem for \(U\)-processes
- Some asymptotic results for trimmed \(U\)-statistics
- An estimate on the supremum of a nice class of stochastic integrals and U-statistics
- Characterization of LIL behavior for non-degenerate \(B\)-valued \(U\)-statistics
- Regularized ranking with convex losses and \(\ell^1\)-penalty
- Weak convergence of stochastic processes indexed by smooth functions
- On an independence test approach to the goodness-of-fit problem
- Nonparametric conditional mean testing via an extreme-type statistic in high dimension
- Distributed inference for degenerate \(U\)-statistics
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- Large deviations of bootstrapped U-statistics
- Empirical depth processes
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Limit theorems for a class of processes generalizing the U -empirical process
- Bootstrap and permutation tests of independence for point processes
- Some new tests for normality based on U-processes
- Exponential inequalities for dependent V-statistics via random Fourier features
- scientific article; zbMATH DE number 7325171 (Why is no real title available?)
- Spherical harmonics in quadratic forms for testing multivariate normality
- Rank estimation of a location parameter in the binary choice model
- Robust modifications of U-statistics and applications to covariance estimation problems
- Lens data depth and median
- A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
- Higher order concentration of measure
- A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model
- Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
- Local depth
- Rates of convergence for U-statistic processes and their bootstrapped versions
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples
- Inference about the slope in linear regression: an empirical likelihood approach
- Connecting pairwise geodesic spheres by depth: DCOPS
- Statistical depth in abstract metric spaces
- Projection-based depth functions and associated medians
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
- An exponential inequality for \(U\)-statistics of i.i.d. data
- General notions of statistical depth function.
- Asymptotic properties of conditional U -statistics using delta sequences
- Influence functions of some depth functions, and application to depth-weighted L-statistics
- Statistical properties of a generalized threshold network model
- Scaling by subsampling for big data, with applications to statistical learning
- Random geometric graph: some recent developments and perspectives
- Testing monotonicity of regression.
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- An exponential inequality for U-statistics under mixing conditions
- Halfspace depths for scatter, concentration and shape matrices
- Adaptive estimation of nonparametric geometric graphs
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes
- Optimization-based calibration of simulation input models
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- A uniform-in-\(P\) Edgeworth expansion under weak Cramér conditions
- Symmetrization and decoupling of combinatorial random elements
- Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
- High-dimensional consistent independence testing with maxima of rank correlations
- K-sign depth: from asymptotics to efficient implementation
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- Shrinkage estimation of higher-order Bochner integrals
- Asymptotics of generalized depth-based spread processes and applications
- Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized U-statistics
- Logical differencing in dyadic network formation models with nontransferable utilities
- 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
- Sufficient dimension reduction for survival data analysis with error-prone variables
- Structural properties and convergence results for contours of sample statistical depth functions.
- Semiparametric estimation of the type-3 Tobit model
- The law of the iterated logarithm and Marcinkiewicz law of large numbers for \(B\)-valued \(U\)-statistics
- Convergence of depth contours for multivariate datasets
- Some remarks on the uniform weak convergence of stochastic processes
- Limit theorems for the infinite-degree \(U\)-process.
- Bounds on the tail probability of 𝑈-statistics and quadratic forms
- Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations.
- Tail probability approximation for \(U\)-statistics
- A central limit theorem for two-sample U-processes
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes.
- A new and unified method for regression analysis of interval-censored failure time data under semiparametric transformation models with missing covariates
- A nonparametric doubly robust test for a continuous treatment effect
- \(\beta\)-skeleton depth functions and medians
- On Liu's simplicial depth and Randles' interdirections
- Empirical process results for exchangeable arrays
- TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
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