Pages that link to "Item:Q3416885"
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The following pages link to Limit Theorems for Dependent U-statistics (Q3416885):
Displaying 15 items.
- A simple variance inequality for \(U\)-statistics of a Markov chain with applications (Q426715) (← 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)
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
- A note on invariance principles for v. Mises' statistics (Q1086933) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Normal approximation for U- and V-statistics of a stationary absolutely regular sequence (Q2182250) (← links)
- Exponential inequalities for dependent V-statistics via random Fourier features (Q2184627) (← links)
- A renewal approach to Markovian \(U\)-statistics (Q2261896) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- On the asymptotic normality conditions for the number of repetitions in a stationary random sequence (Q2685504) (← links)
- Almost sure representations of weighted<i>U</i>-statistics with applications (Q3509725) (← links)
- A note on mean testing for high dimensional multivariate data under non-normality (Q6552743) (← links)
