Pages that link to "Item:Q1133843"
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The following pages link to On the invariance principle for U-statistics (Q1133843):
Displayed 17 items.
- Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474) (← links)
- Invariance principles in mathematical statistics (Q1080586) (← links)
- A note on invariance principles for v. Mises' statistics (Q1086933) (← links)
- Invariance principles for changepoint problems (Q1110211) (← links)
- Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests (Q1194603) (← links)
- Tests for changes under random censorship (Q1299362) (← links)
- Change point tests based on U-statistics with applications in reliability (Q1361025) (← links)
- \(L_ p\)-approximations of weighted partial sum processes (Q2366188) (← links)
- Asymptotic normality for \(U\)-statistics of negatively associated random variables (Q2495420) (← links)
- Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
- <i>U</i>-Statistics in Sequential Tests and Change Detection (Q3155689) (← links)
- Second Order Stochastic Inclusion (Q3158165) (← links)
- Invariance principles for von Mises and U-statistics (Q3345508) (← links)
- <i>U</i>-Statistic Based Modified Information Criterion for Change Point Problems (Q3532757) (← links)
- Some nonparametric methods for changepoint problems (Q4272586) (← links)
- \(U\)-statistics for change under alternatives (Q5943597) (← links)
- Asymptotic normality for \(U\)-statistics of associated random variables (Q5945255) (← links)