U-processes: Rates of convergence

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Single-index regression models with right-censored responses
Uniform consistency of automatic and location-adaptive delta-sequence estimators
Location-adaptive density estimation and nearest-neighbor distance
Asymptotics for multivariate trimming
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
Single-index copulas
On the weak convergence of the empirical conditional copula under a simplifying assumption
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
Resampling \(U\)-statistics using \(p\)-stable laws
Asymptotics for kernel estimate of sliced inverse regression
Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
Testing monotonicity of regression.
Significance testing in nonparametric regression based on the bootstrap.
Quantile regression under random censoring.
Bootstrap critical values for tests based on the smoothed maximum score estimator
Moderate deviations for degenerate \(U\)-processes.
A uniform functional law of the logarithm for the local empirical process.
Kernel density estimators: convergence in distribution for weighted sup-norms
Weighted uniform consistency of kernel density estimators.
On the law of the iterated logarithm for canonical \(U\)-statistics and processes
Rank regression for current status data
\(U\)-statistic processes: A martingale approach
Asymptotic normality of multivariate trimmed means
On the strong approximation of bootstrapped empirical copula processes with applications
Large deviations and moderate deviations for kernel density estimators of directional data
Local robust estimation of the Pickands dependence function
Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
Quantile based dimension reduction in censored regression
Multiplier \(U\)-processes: sharp bounds and applications
Inference for high-dimensional varying-coefficient quantile regression
Inference in ordered response games with complete information
The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
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
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
Weighted rank estimation for nonparametric transformation models with doubly truncated data
Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
Robust nonparametric estimation of the conditional tail dependence coefficient
Nonparametric \(\phi\)-divergence estimation and test for model selection
Rank estimation for mean residual life transformation model
Concentration inequalities for two-sample rank processes with application to bipartite ranking
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
Kernel Machine Approach to Testing the Significance of Multiple Genetic Markers for Risk Prediction
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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