Invariance principle for symmetric statistics
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Publication:799022
DOI10.1214/aos/1176346501zbMath0547.60039OpenAlexW2028430118MaRDI QIDQ799022
Murad S. Taqqu, Avishai Mandelbaum
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346501
Related Items (13)
\(U\)-statistics in Banach spaces ⋮ The exponential space of an \(L^ 2\)-stochastic process with independent increments ⋮ Asymptotic theory of U-statistics ⋮ Moments of randomly stopped \(U\)-statistics ⋮ Covariances of symmetric statistics ⋮ An Exponential Inequality for $U$-Statistics of I.I.D. Data ⋮ An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics ⋮ On the asymptotic behavior of weighted \(U\)-statistics ⋮ REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS ⋮ Some central limit theorems for Markov paths and some properties of Gaussian random fields ⋮ Weak invariance principles for weighted \(U\)-statistics ⋮ Symmetric polynomials of random variables attracted to an infinitely divisible law ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels
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