Pages that link to "Item:Q5649336"

The following pages link to Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes (Q5649336):

Displaying 17 items.

• Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
• Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
• Identifying the finite dimensionality of curve time series (Q620552) (← links)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
• On the empirical process of multivariate, dependent random variables (Q1211771) (← links)
• On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics (Q1272997) (← links)
• Central limit theorem for U-statistics of associated random variables (Q1613035) (← links)
• The strong law of \(U\)-statistics with \(\varphi\)-mixing samples (Q1892972) (← links)
• Kaplan-Meier V- and U-statistics (Q2180082) (← links)
• A test for the equality of monotone transformations of two random variables (Q2954248) (← links)
• On U-statistics and v. mise? statistics for weakly dependent processes (Q3668575) (← links)
• Limiting behavior of U-statistics for stationary, absolutely regular processes (Q4074174) (← links)
• Probabilities of moderate deviations under m‐dependence (Q4151565) (← links)
• Exponential Inequalities for the Distribution Tails of Multiple Stochastic Integrals with Respect to Gaussian Integrating Processes (Q5252476) (← links)
• Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
• Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations (Q6068845) (← links)