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0811.1888
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Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data
12 November 2008
H. Dehling
Martin Wendler
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Papers citing
"Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data"
13 / 13 papers shown
Title
Asymptotic Normality of Chatterjee's Rank Correlation
Marius Kroll
61
2
0
21 Aug 2024
Asymptotics for non-degenerate multivariate
U
U
U
-statistics with estimated nuisance parameters under the null and local alternative hypotheses
Alain Desgagné
Christian Genest
Frédéric Ouimet
31
0
0
20 Jan 2024
Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data
Davide Giraudo
123
0
0
09 Nov 2023
Exponential inequalities for dependent V-statistics via random Fourier features
Yandi Shen
Fang Han
Daniela Witten
45
10
0
05 Jan 2020
An Exponential Inequality for U-Statistics under Mixing Conditions
Fang Han
151
24
0
22 Sep 2016
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
E. Beutner
Henryk Zähle
127
17
0
21 Oct 2015
A Robust Method for Shift Detection in Time Series
H. Dehling
R. Fried
Martin Wendler
TTA
59
25
0
10 Jun 2015
Dependent multiplier bootstraps for non-degenerate
U
U
U
-statistics under mixing conditions with applications
Axel Bücher
I. Kojadinovic
164
27
0
18 Dec 2014
Inference of weighted
V
V
V
-statistics for nonstationary time series and its applications
Zhou Zhou
95
28
0
16 Jan 2014
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
H. Dehling
O. Sharipov
Martin Wendler
94
34
0
13 Dec 2013
Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes
E. Beutner
Henryk Zähle
FedML
84
43
0
25 Jul 2012
Bahadur Representation for U-Quantiles of Dependent Data
Martin Wendler
112
32
0
15 Apr 2010
Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes
O. Sharipov
Martin Wendler
131
13
0
16 Nov 2009
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