Limit theorems for U-processes
From MaRDI portal
Publication:688059
Recommendations
Cited in
(only showing first 100 items - show all)- Symmetrization and decoupling of combinatorial random elements
- Central limit theorems for empirical and U-processes of stationary mixing sequences
- Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- The central limit theorem for U-processes indexed by Hölder's functions
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
- A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
- Convergence of depth contours for multivariate datasets
- Semiparametric estimation of the type-3 Tobit model
- Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
- Tail probability approximation for \(U\)-statistics
- Bootstrapping nonparametric estimators of the volatility function.
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes.
- Projection-based depth functions and associated medians
- Some asymptotic results for trimmed \(U\)-statistics
- A large deviation theorem for \(U\)-processes
- Rank estimation of a location parameter in the binary choice model
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
- Rates of convergence for U-statistic processes and their bootstrapped versions
- On Liu's simplicial depth and Randles' interdirections
- Multivariate tests of uniformity
- Inference about the slope in linear regression: an empirical likelihood approach
- An exponential inequality for U-statistics under mixing conditions
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- Connecting pairwise geodesic spheres by depth: DCOPS
- Asymptotics of generalized depth-based spread processes and applications
- 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
- General notions of statistical depth function.
- Structural properties and convergence results for contours of sample statistical depth functions.
- Testing monotonicity of regression.
- Moderate deviations for degenerate \(U\)-processes.
- Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations.
- Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
- On the Stahel-Donoho estimator and depth-weighted means of multivariate data.
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes
- Weak convergence of stochastic processes indexed by smooth functions
- Some remarks on the uniform weak convergence of stochastic processes
- The law of the iterated logarithm and Marcinkiewicz law of large numbers for B-valued U-statistics
- Recycling physical random numbers
- Halfspace depths for scatter, concentration and shape matrices
- High-dimensional consistent independence testing with maxima of rank correlations
- Adaptive estimation of nonparametric geometric graphs
- Empirical process results for exchangeable arrays
- Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs
- Multiplier \(U\)-processes: sharp bounds and applications
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- Sufficient dimension reduction for survival data analysis with error-prone variables
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- An independence test based on recurrence rates
- Exponential inequalities for dependent V-statistics via random Fourier features
- Exponential inequalities for the supremum of some counting processes and their square martingales
- K-sign depth: from asymptotics to efficient implementation
- Local angles and dimension estimation from data on manifolds
- Second order concentration via logarithmic Sobolev inequalities
- Robust modifications of U-statistics and applications to covariance estimation problems
- Regularized ranking with convex losses and \(\ell^1\)-penalty
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations
- Ranking and empirical minimization of \(U\)-statistics
- Empirical depth processes
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- Some new tests for normality based on U-processes
- Hoeffding decompositions and urn sequences
- A central limit theorem for two-sample U-processes
- Analytical and statistical properties of local depth functions motivated by clustering applications
- 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
- Limit theorems for the infinite-degree U-process.
- Testing for proportionality of multivariate dispersion structures using interdirections
- Rademacher Chaos Complexities for Learning the Kernel Problem
- Lens data depth and median
- Robust estimation of U-statistics
- Characterization of LIL behavior for non-degenerate \(B\)-valued \(U\)-statistics
- Influence functions of some depth functions, and application to depth-weighted L-statistics
- A covariate-matched estimator of the error variance in nonparametric regression
- A statistical view of clustering performance through the theory of U-processes
- Exchangeable Hoeffding decompositions over finite sets: a combinatorial characterization and counterexamples
- Théorème de la limite centrale des U-processus dégénérés
- Stability of precise Laplace's method under approximations; Applications
- Bounds on the tail probability of 𝑈-statistics and quadratic forms
- On the sample breakdown robustness of some nonparametric tests
- \(U\)-statistic with side information
- Limit theorems for von Mises statistics of a measure preserving transformation
- Learning rate of support vector machine for ranking
- A new large deviation inequality for U-statistics of order 2
- On an independence test approach to the goodness-of-fit problem
- A uniform-in-P Edgeworth expansion under weak Cramér conditions
- \(\beta\)-skeleton depth functions and medians
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Optimization-based calibration of simulation input models
- An exponential inequality for U-statistics of i.i.d. data
- Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes
- Higher order concentration of measure
- Refined generalization bounds of gradient learning over reproducing kernel Hilbert spaces
- U-Processes and Preference Learning
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)
