A weak invariance principle for weighted U-statistics with varying kernels

DOI10.1006/JMVA.1993.1072zbMATH Open0788.60045OpenAlexW2021397658MaRDI QIDQ689368FDOQ689368

Authors: T. Mikosch 

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1072

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zbMATH Keywords

Gaussian processes\(U\)-statisticsweak limit theorems of functional typeLévy-Prokhorov distance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cited In (8)

• Weighted KS statistics for inference on conditional moment inequalities
• Semiparametric estimation of moment condition models with weakly dependent data
• Asymptotic distributions for weighted \(U\)-statistics
• A \(U\)-classifier for high-dimensional data under non-normality
• Weak convergence of weighted empirical \(U\)-statistics processes for dependent random variables
• Asymptotic normality of quadratic estimators
• The multivariate functional de Jong CLT
• Adaptive nonparametric confidence sets

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