U-processes: Rates of convergence

Recommendations

On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
scientific article; zbMATH DE number 3954030
\(U\)-statistic processes: A martingale approach
The almost sure invariance principle for the empirical process of U- statistic structure
scientific article; zbMATH DE number 519941

Cited in

(only showing first 100 items - show all)

Binary response models with \(M\)-phase case-control data
Resampling \(U\)-statistics using \(p\)-stable laws
Quantile regression under random censoring.
Wavelet-based estimation in a semiparametric regression model
General tests of conditional independence based on empirical processes indexed by functions
Heteroscedasticity checks for regression models
Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event
New characterization-based symmetry tests
Approximating class approach for empirical processes of dependent sequences indexed by functions
A general result on the uniform in bandwidth consistency of kernel-type function estimators
Conditional independence testing via weighted partial copulas
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm
A rank-based approach to estimating monotone individualized two treatment regimes
Weighted rank estimation for nonparametric transformation models with nonignorable missing data
Nonparametric \(\phi\)-divergence estimation and test for model selection
Significance testing in nonparametric regression based on the bootstrap.
Robust inference of conditional average treatment effects using dimension reduction
Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
Conditional variance model checking
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
Generalized accelerated failure time model with censored data from case-cohort studies
Solving Estimating Equations With Copulas
An omnibus non-parametric test of equality in distribution for unknown functions
Kernel density estimators: convergence in distribution for weighted sup-norms
Confidence bands in density estimation
Integral estimation based on Markovian design
Location-adaptive density estimation and nearest-neighbor distance
Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
A consistent nonparametric test of affiliation in auction models
Single-index copulas
Uniform limit theorems for wavelet density estimators
Uniform bandwidth estimation of integral functionals of the density function
Smoothed quantile regression for panel data
Asymptotics for kernel estimate of sliced inverse regression
Testing monotonicity of regression.
Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data
Weighted uniform consistency of kernel density estimators.
Query-dependent ranking and its asymptotic properties
Semiparametric identification of binary decision games of incomplete information with correlated private signals
On the strong approximation of bootstrapped empirical copula processes with applications
Concentration inequalities for two-sample rank processes with application to bipartite ranking
scientific article; zbMATH DE number 7415097 (Why is no real title available?)
On the law of the iterated logarithm for canonical \(U\)-statistics and processes
Uniform consistency of automatic and location-adaptive delta-sequence estimators
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
A robust estimator of multivariate location based on projection
Local robust estimation of the Pickands dependence function
Inference in semiparametric binary response models with interval data
Large deviations for a test of symmetry based on kernel density estimator of directional data
Uniform in bandwidth consistency of kernel-type function estimators
Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
Rank estimation for mean residual life transformation model
Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
Pairwise difference estimators of censored and truncated regression models
Robust reduced-rank modeling via rank regression
Global uniform risk bounds for wavelet deconvolution estimators
Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: a damping function approach
On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
scientific article; zbMATH DE number 7625158 (Why is no real title available?)
Asymptotics for multivariate trimming
Empirical likelihood inference for rank regression with doubly truncated data
Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
Conditional density estimation in a censored single-index regression model
Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes
Uniform in bandwidth consistency of nonparametric regression based on copula representation
On semiparametric \(M\)-estimation in single-index regression
Bounds on the tail probability of 𝑈-statistics and quadratic forms
Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean
Moderate deviations results for a symmetry testing statistic based on the kernel density estimator for directional data
Model-Free Conditional Feature Screening with FDR Control
Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
Quantile based dimension reduction in censored regression
Sure joint feature screening in nonparametric transformation model for right censored data
Single index regression models in the presence of censoring depending on the covariates
One bootstrap suffices to generate sharp uniform bounds in functional estimation
Local nonlinear least squares: using parametric information in nonparametric regression
On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
An adaptive composite quantile approach to dimension reduction
A note on the integrated squared error of a kernel density estimator in non-smooth cases
A central limit theorem for two-sample U-processes
Some Uniform Limit Results in Additive Regression Model
Testing independence between exogenous variables and unobserved errors
Asymptotics and optimal bandwidth for nonparametric estimation of density level sets
Approximation and learning of convex superpositions
DBSCAN: optimal rates for density-based cluster estimation
Rank regression for current status data
Concordance and value information criteria for optimal treatment decision
An exponential inequality for \(U\)-statistics with applications to testing
Decision theoretic generalizations of the PAC model for neural net and other learning applications
\(U\)-statistic with side information
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
Inference in models with partially identified control functions
The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors

This page was built for publication: U-processes: Rates of convergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q578728)