ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1207.5899
  4. Cited By
Deriving the asymptotic distribution of U- and V-statistics of dependent
  data using weighted empirical processes

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

25 July 2012
E. Beutner
Henryk Zähle
    FedML
ArXiv (abs)PDFHTML

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
Asymptotics for non-degenerate multivariate UUU-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
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
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
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
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
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
Inference of weighted VVV-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
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
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
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
Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
Henryk Zähle
77
8
0
04 Jan 2013
1