Limit theorems for U-processes
From MaRDI portal
Publication:688059
Recommendations
Cited in
(only showing first 100 items - show all)- 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
- Ranking and empirical minimization of \(U\)-statistics
- A covariate-matched estimator of the error variance in nonparametric regression
- \(U\)-statistic with side information
- Exponential inequalities for the supremum of some counting processes and their square martingales
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- 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
- Stability of precise Laplace's method under approximations; Applications
- Fisher’s Combined Probability Test for High-Dimensional Covariance Matrices
- Simple powerful robust tests based on sign depth
- Robust estimation of U-statistics
- Refined generalization bounds of gradient learning over reproducing kernel Hilbert spaces
- Local angles and dimension estimation from data on manifolds
- Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
- Second order concentration via logarithmic Sobolev inequalities
- On the sample breakdown robustness of some nonparametric tests
- Hoeffding decompositions and urn sequences
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
- U-Processes and Preference Learning
- Rademacher Chaos Complexities for Learning the Kernel Problem
- The central limit theorem for U-processes indexed by Hölder's functions
- A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
- Moderate and large deviations for \(U\)-processes
- A limit theorem for symmetric statistics of Brownian particles
- Testing for proportionality of multivariate dispersion structures using interdirections
- A new large deviation inequality for U-statistics of order 2
- Multivariate tests of uniformity
- \(\ell^{1}\)-norm support vector machine for ranking with exponentially strongly mixing sequence
This page was built for publication: Limit theorems for \(U\)-processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688059)