Limit theorems for U-processes

DOI10.1214/AOP/1176989128zbMATH Open0789.60031OpenAlexW4242534643MaRDI QIDQ688059FDOQ688059

Authors: Miguel A. Arcones, Evarist Giné 

Publication date: 25 May 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989128

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zbMATH Keywords

central limit theoremlaw of large numbersexponential inequalitiesBernstein type inequality\(U\)-processesintegrability of Gaussian and Rademacher chaosrandom metric entropies

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cited In (only showing first 100 items - show all)

• Rank estimation of a location parameter in the binary choice model
• Robust modifications of U-statistics and applications to covariance estimation problems
• Higher order concentration of measure
• Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
• Statistical depth in abstract metric spaces
• Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
• Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
• Rates of convergence for U-statistic processes and their bootstrapped versions
• Local depth
• Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples
• Projection-based depth functions and associated medians
• General notions of statistical depth function.
• Statistical properties of a generalized threshold network model
• Testing monotonicity of regression.
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Optimization-based calibration of simulation input models
• 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
• Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
• Symmetrization and decoupling of combinatorial random elements
• Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
• Structural properties and convergence results for contours of sample statistical depth functions.
• Semiparametric estimation of the type-3 Tobit model
• Limit theorems for the infinite-degree \(U\)-process.
• Convergence of depth contours for multivariate datasets
• 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 covariate-matched estimator of the error variance in nonparametric regression
• Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
• Ranking and empirical minimization of \(U\)-statistics
• \(U\)-statistic with side information
• Refined generalization bounds of gradient learning over reproducing kernel Hilbert spaces
• Limit theorems for von Mises statistics of a measure preserving transformation
• Learning rate of support vector machine for ranking
• Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals
• Robust estimation of \(U\)-statistics
• Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
• Hoeffding decompositions and urn sequences
• U-Processes and Preference Learning
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
• Rademacher Chaos Complexities for Learning the Kernel Problem
• The central limit theorem for \(U\)-processes indexed by Hölder's functions
• A new large deviation inequality for U-statistics of order 2
• Testing for proportionality of multivariate dispersion structures using interdirections
• A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
• 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
• 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
• 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
• Weak convergence of stochastic processes indexed by smooth functions
• On an independence test approach to the goodness-of-fit problem
• Empirical depth processes
• Large deviations of bootstrapped \(U\)-statistics
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Spherical harmonics in quadratic forms for testing multivariate normality
• Some new tests for normality based on U-processes
• Bootstrap and permutation tests of independence for point processes
• Lens data depth and median
• A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations
• Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
• Inference about the slope in linear regression: an empirical likelihood approach
• Connecting pairwise geodesic spheres by depth: DCOPS
• Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
• An exponential inequality for \(U\)-statistics of i.i.d. data
• Asymptotic properties of conditional U -statistics using delta sequences
• Scaling by subsampling for big data, with applications to statistical learning
• Random geometric graph: some recent developments and perspectives
• Influence functions of some depth functions, and application to depth-weighted L-statistics
• An exponential inequality for U-statistics under mixing conditions
• A uniform-in-\(P\) Edgeworth expansion under weak Cramér conditions
• 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
• High-dimensional consistent independence testing with maxima of rank correlations
• K-sign depth: from asymptotics to efficient implementation
• Asymptotics of generalized depth-based spread processes and applications
• 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
• Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized \(U\)-statistics
• Sufficient dimension reduction for survival data analysis with error-prone variables
• The law of the iterated logarithm and Marcinkiewicz law of large numbers for \(B\)-valued \(U\)-statistics
• Some remarks on the uniform weak convergence of stochastic 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
• TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
• Empirical process results for exchangeable arrays
• On Liu's simplicial depth and Randles' interdirections

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