Limit theorems for $U$-processes

DOI10.1214/aop/1176989128zbMath0789.60031OpenAlexW4242534643MaRDI QIDQ688059

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

zbMATH Keywords

law of large numbers central limit theorem $U$-processes exponential inequalities Bernstein type inequality integrability of Gaussian and Rademacher chaos random 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)

Related Items

A pairwise pseudo‐likelihood approach for left‐truncated and interval‐censored data under the Cox model, Statistical depth in abstract metric spaces, Scaling by subsampling for big data, with applications to statistical learning, Random geometric graph: some recent developments and perspectives, Simple powerful robust tests based on sign depth, Logical differencing in dyadic network formation models with nontransferable utilities, 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, Optimization-Based Calibration of Simulation Input Models, Higher order concentration of measure, Refined Generalization Bounds of Gradient Learning over Reproducing Kernel Hilbert Spaces, Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices, U-Processes and Preference Learning, An Exponential Inequality for $U$-Statistics of I.I.D. Data, Spherical harmonics in quadratic forms for testing multivariate normality, Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes, TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE, β-Skeleton depth functions and medians, Moderate deviations for degenerate $U$-processes., Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations., The central limit theorem for $U$-processes indexed by Hölder's functions, Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean, $U$-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of $U$-statistics with estimated parameters, On the Stahel-Donoho estimator and depth-weighted means of multivariate data., Stability of precise Laplace's method under approximations; Applications, Sufficient dimension reduction for survival data analysis with error-prone variables, A Bernstein-type inequality for $U$-statistics and $U$-processes, On the law of the iterated logarithm for canonical $U$-statistics and processes, Convergence of depth contours for multivariate datasets, Robust estimation of $U$-statistics, Semiparametric estimation of the type-3 Tobit model, On Liu's simplicial depth and Randles' interdirections, ℓ¹-Norm support vector machine for ranking with exponentially strongly mixing sequence, Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function, Weak convergence of stochastic processes indexed by smooth functions, Some remarks on the uniform weak convergence of stochastic processes, Jackknife multiplier bootstrap: finite sample approximations to the $U$-process supremum with applications, An estimate on the supremum of a nice class of stochastic integrals and U-statistics, Tail probability approximation for $U$-statistics, Local depth, The law of the iterated logarithm and Marcinkiewicz law of large numbers for $B$-valued $U$-statistics, Bounds on the tail probability of 𝑈-statistics and quadratic forms, An independence test based on recurrence rates, A statistical view of clustering performance through the theory of $U$-processes, Exponential inequalities for dependent V-statistics via random Fourier features, Multivariate tests of uniformity, Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals, Bootstrap and permutation tests of independence for point processes, Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples, Ranking and empirical minimization of $U$-statistics, Analytical and statistical properties of local depth functions motivated by clustering applications, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, 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, On the sample breakdown robustness of some nonparametric tests, Recycling physical random numbers, $U$-statistic with side information, Bootstrapping nonparametric estimators of the volatility function., Necessary and sufficient conditions for weak convergence of smoothed empirical processes., Limit theorems for von Mises statistics of a measure preserving transformation, Learning rate of support vector machine for ranking, Projection-based depth functions and associated medians, Inference about the slope in linear regression: an empirical likelihood approach, Exponential inequalities for the supremum of some counting processes and their square martingales, On an independence test approach to the goodness-of-fit problem, Large deviations of bootstrapped $U$-statistics, An exponential inequality for U-statistics under mixing conditions, K-sign depth: from asymptotics to efficient implementation, Testing for proportionality of multivariate dispersion structures using interdirections, Halfspace depths for scatter, concentration and shape matrices, Characterization of LIL Behavior for Non-DegenerateB-ValuedU-Statistics, Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications, Empirical depth processes, High-dimensional consistent independence testing with maxima of rank correlations, Connecting pairwise geodesic spheres by depth: DCOPS, Asymptotics of generalized depth-based spread processes and applications, Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator, Some extensions of Tukey's depth function, Some new tests for normality based on U-processes, Statistical properties of a generalized threshold network model, A new large deviation inequality for U-statistics of order 2, Local angles and dimension estimation from data on manifolds, Rademacher Chaos Complexities for Learning the Kernel Problem, Influence functions of some depth functions, and application to depth-weighted L-statistics, Second order concentration via logarithmic Sobolev inequalities, Robust modifications of U-statistics and applications to covariance estimation problems, Adaptive estimation of nonparametric geometric graphs, Empirical process results for exchangeable arrays, A covariate-matched estimator of the error variance in nonparametric regression, Hoeffding decompositions and urn sequences, Moderate and large deviations for $U$-processes, Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized $U$-statistics, A limit theorem for symmetric statistics of Brownian particles, Symmetrization and decoupling of combinatorial random elements, $U$-processes, $U$-quantile processes and generalized linear statistics of dependent data, Some asymptotic results for trimmed $U$-statistics, Gaussian approximations for high-dimensional non-degenerate $U$-statistics via exchangeable pairs, Regularized ranking with convex losses and $\ell^1$-penalty, Multiplier $U$-processes: sharp bounds and applications, Lens data depth and median, A large deviation theorem for $U$-processes, A uniform-in-P Edgeworth expansion under weak Cramér conditions, A central limit theorem for two-sample U-processes, Rank estimation of a location parameter in the binary choice model, Central limit theorems for conditional empirical and conditional $U$-processes of stationary mixing sequences, Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean., General notions of statistical depth function., Structural properties and convergence results for contours of sample statistical depth functions., Testing monotonicity of regression., 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, Rates of convergence for U-statistic processes and their bootstrapped versions, Central limit theorems for empirical and $U$-processes of stationary mixing sequences, Stratified incomplete local simplex tests for curvature of nonparametric multiple regression, Limits of canonical $U$-processes and $B$-valued $U$-statistics, Functional convergence of sequential $U$-processes with size-dependent kernels

Limit theorems for \(U\)-processes