U-processes: Rates of convergence
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Let \(\xi_ 1,\xi_ 2,..\). be independent, identically distributed random variables and denote by \[ S_ n(f)=\sum_{1\leq i\neq j\leq n}f(\xi_ i,\xi_ j) \] the U-statistic with respect to the kernel f. The authors obtain almost sure convergence results for \(S_ n(f)\) uniformly over \(f\in F\) where F belongs to certain classes of kernels. Assumptions and proofs are motivated by the corresponding theory for empirical processes, though there are several significant differences in this case. Finally, an application to cross validation in density estimation is given.
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Cited in
(only showing first 100 items - show all)- Single-index regression models with right-censored responses
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- Location-adaptive density estimation and nearest-neighbor distance
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- Decision theoretic generalizations of the PAC model for neural net and other learning applications
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
- Central limit theorems for empirical and U-processes of stationary mixing sequences
- On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
- Pairwise difference estimators of censored and truncated regression models
- Approximation and learning of convex superpositions
- A note on the integrated squared error of a kernel density estimator in non-smooth cases
- On U-statistics with random kernels
- Nonparametric comparison of regression curves: An empirical process approach
- Laws of the iterated logarithm for censored data
- A large deviation theorem for \(U\)-processes
- Local nonlinear least squares: using parametric information in nonparametric regression
- Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
- Heteroscedasticity checks for regression models
- Uniform in bandwidth consistency of nonparametric regression based on copula representation
- Partial identification and inference in censored quantile regression
- Query-dependent ranking and its asymptotic properties
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- Semiparametric estimation of panel data models without monotonicity or separability
- Joint sufficient dimension reduction for estimating continuous treatment effect functions
- Moderate and large deviations for \(U\)-processes
- A robust estimator of multivariate location based on projection
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- Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
- Generalized accelerated failure time model with censored data from case-cohort studies
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
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- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Robust nonparametric estimation of the conditional tail dependence coefficient
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- Empirical likelihood inference for rank regression with doubly truncated data
- Proportional cross-ratio model
- Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
- On rank estimators in increasing dimensions
- New characterization-based symmetry tests
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- Inference in semiparametric binary response models with interval data
- Testing for additivity in nonparametric quantile regression
- Confidence bands in density estimation
- Semi-parametric order-based generalized multivariate regression
- A censored copula model for micro-level claim reserving
- Global uniform risk bounds for wavelet deconvolution estimators
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- The intermediate disorder regime for directed polymers in dimension \(1+1\)
- Semiparametric identification of binary decision games of incomplete information with correlated private signals
- A central limit theorem for two-sample U-processes
- Uniform in bandwidth consistency of kernel-type function estimators
- On semiparametric \(M\)-estimation in single-index regression
- A general result on the uniform in bandwidth consistency of kernel-type function estimators
- Nonparametric estimation of distributional policy effects
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- Conditional variance model checking
- Concordance and value information criteria for optimal treatment decision
- Robust regression analysis for clustered interval-censored failure time data
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- An exponential inequality for U-statistics with applications to testing
- Smoothed quantile regression for panel data
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- Moderate deviations results for a symmetry testing statistic based on the kernel density estimator for directional data
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
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- An omnibus non-parametric test of equality in distribution for unknown functions
- The mathematical work of Evarist Giné
- Robust reduced-rank modeling via rank regression
- Powerful nonparametric checks for quantile regression
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