Pages that link to "Item:Q1824931"

The following pages link to Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes (Q1824931):

Displaying 18 items.

• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes (Q808079) (← links)
• Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
• Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models (Q908623) (← links)
• Weak invariance of generalized U-statistics for nonstationary absolutely regular processes (Q914240) (← links)
• Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes (Q936987) (← links)
• Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes (Q1200623) (← links)
• Empirical U-statistics processes (Q1200626) (← links)
• Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) (← links)
• Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
• Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition (Q1360969) (← links)
• La convergence faible des \(U\)-statistiques multivariées pour des processus non stationnaires. (The slow convergence of multivariate \(U\)-statistics for nonstationary processes) (Q1420192) (← links)
• Asymptotic behavior of the perturbed empirical distribution functions for nonstationary absolutely regular processes (Q1776844) (← links)
• Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• (Q3787205) (← links)
• Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations (Q4715610) (← links)