Pages that link to "Item:Q1041069"

The following pages link to Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069):

Displaying 40 items.

• Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
• Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
• Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Weak convergence of the linear rank statistics under strong mixing conditions (Q1686360) (← links)
• Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
• An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
• A tail adaptive approach for change point detection (Q1755109) (← links)
• On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
• Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
• Kaplan-Meier V- and U-statistics (Q2180082) (← links)
• Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
• Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
• Nonparametric statistics of dynamic networks with distinguishable nodes (Q2404165) (← links)
• A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
• Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Central Limit Theorems for Reduced<i>U</i>-Statistics Under Dependence and Their Usefulness (Q2803537) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
• Limit theorems for U-statistics of Bernoulli data (Q4989418) (← links)
• Nonparametric confidence intervals for location in time series data (Q5085933) (← links)
• Testing Kendall's <i>τ</i> for a large class of dependent sequences (Q5119171) (← links)
• Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
• Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
• Comparison of non-parametric tests of ordered alternatives for repeated measures in randomized blocks (Q5867455) (← links)
• Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations (Q6068845) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)
• Bootstrap rank tests for trend in time series (Q6179523) (← links)