Weak convergence of generalized U-statistics
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Cited in
(18)- Invariance principles for stochastic area and related stochastic integrals
- A note on invariance principles for v. Mises' statistics
- Functional limit theorems for U-statistics
- Invariance principles for U-statistics and von Mises functionals
- On the invariance principle for U-statistics
- Functional limit theorems for U-statistics in the degenerate case
- Robust and efficient estimation for the treatment effect in causal inference and missing data problems
- Renewal theory for asymmetric \(U\)-statistics
- Nonparametrics: Retrospectives and perspectives*
- Weak convergence of row and column exchangeable arrays
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality
- Design based incomplete U-statistics
- Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations
- A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions
- Asymptotic distributions of a new type of design-based incomplete U-statistics
- Group sequential test for two-sample ordinal outcome measures
- Nonparametric homogeneity test based on ridit reliability functional
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