\(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
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Publication:765877
DOI10.1016/j.spa.2011.11.010zbMath1236.62041arXiv1009.5337OpenAlexW2963532117MaRDI QIDQ765877
Publication date: 22 March 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.5337
Bahadur representationinvariance principlemixing\(U\)-statisticsnear epoch dependence\(L\)-statistic
Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators ⋮ Distribution of Distances based Object Matching: Asymptotic Inference ⋮ The difference of symmetric quantiles under long range dependence ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
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