Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes

25 July 2012

Papers citing "Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes"

11 / 11 papers shown

Title
Asymptotics for non-degenerate multivariate $U$ -statistics with estimated nuisance parameters under the null and local alternative hypotheses Alain Desgagné Christian Genest Frédéric Ouimet 37 0 0 20 Jan 2024
Rank-based change-point analysis for long-range dependent time series Annika Betken Martin Wendler 33 3 0 14 Apr 2020
Exponential inequalities for dependent V-statistics via random Fourier features Yandi Shen Fang Han Daniela Witten 45 10 0 05 Jan 2020
A Kernel Loss for Solving the Bellman Equation Yihao Feng Lihong Li Qiang Liu 80 70 0 25 May 2019
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals E. Beutner Henryk Zähle 127 17 0 21 Oct 2015
On limiting distribution of U-statistics based on associated random variables Mansi Garg Isha Dewan 30 4 0 12 Nov 2014
Inference of weighted $V$ -statistics for nonstationary time series and its applications Zhou Zhou 95 28 0 16 Jan 2014
Quasi-Hadamard differentiability of general risk functionals and its application Volker Krätschmer A. Schied Henryk Zähle 97 18 0 14 Jan 2014
A general approach to the joint asymptotic analysis of statistics from sub-samples S. Volgushev Xiaofeng Shao 92 15 0 24 May 2013
Power of Change-Point Tests for Long-Range Dependent Data H. Dehling A. Rooch M. Taqqu 84 26 0 20 Mar 2013
Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators Henryk Zähle 77 8 0 04 Jan 2013