Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980)

scientific article; zbMATH DE number 7839692

Language	Label	Description	Also known as
English	Weak convergence of the conditional U-statistics for locally stationary functional time series	scientific article; zbMATH DE number 7839692

Statements

instance of

scholarly article

0 references

title

Weak convergence of the conditional U-statistics for locally stationary functional time series (English)

0 references

0 references

0 references

Statistical Inference for Stochastic Processes

0 references

publication date

29 April 2024

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

An approximation to the density function

0 references

Nonparametric estimation of expectile regression in functional dependent data

0 references

The central limit theorem for non-separable valued functions

0 references

Recent advances in functional data analysis and high-dimensional statistics

0 references

Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes

0 references

The law of large numbers for $U$-statistics under absolute regularity

0 references

Limit theorems for $U$-processes

0 references

On the law of the iterated logarithm for canonical $U$-statistics and processes

0 references

Central limit theorems for empirical and $U$-processes of stationary mixing sequences

0 references

Local smoothing regression with functional data

0 references

Principal components analysis of sampled functions

0 references

Classification methods for Hilbert data based on surrogate density

0 references

Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation

0 references

Some new multivariate tests of independence

0 references

On the strong approximation of bootstrapped empirical copula processes with applications

0 references

Some applications of the strong approximation of the integrated empirical copula processes

0 references

General tests of conditional independence based on empirical processes indexed by functions

0 references

Uniform limit theorems for a class of conditional $Z$-estimators when covariates are functions

0 references

Central limit theorems for conditional empirical and conditional $U$-processes of stationary mixing sequences

0 references

Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data

0 references

Weak-convergence of empirical conditional processes and conditional $U$-processes involving functional mixing data

0 references

Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional $U$-statistics involving functional data

0 references

On the variable bandwidth kernel estimation of conditional $U$-statistics at optimal rates in sup-norm

0 references

Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds

0 references

Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives

0 references

On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation

0 references

The $k$-nearest neighbors method in single index regression model for functional quasi-associated time series data

0 references

Uniform in bandwidth consistency of conditional $U$-statistics adaptive to intrinsic dimension in presence of censored data

0 references

Generalization bounds for metric and similarity learning

0 references

A statistical view of clustering performance through the theory of $U$-processes

0 references

Ranking and empirical minimization of $U$-statistics

0 references

Clustering and classification problems in genetics through U-statistics

0 references

On the Kullback-Leibler information divergence of locally stationary processes

0 references

Fitting time series models to nonstationary processes

0 references

Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes

0 references

Empirical spectral processes for locally stationary time series

0 references

On U-statistics and v. mise? statistics for weakly dependent processes

0 references

The sizes of compact subsets of Hilbert space and continuity of Gaussian processes

0 references

Uniform Central Limit Theorems

0 references

Weak convergence of partial sums of absolutely regular sequences

0 references

Uniform in bandwidth consistency of kernel-type function estimators

0 references

Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination

0 references

Estimating some characteristics of the conditional distribution in nonparametric functional models

0 references

NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS

0 references

Rate of uniform consistency for nonparametric estimates with functional variables

0 references

Nonparametric estimation of a surrogate density function in infinite-dimensional spaces

0 references

An Application ofU-Statistics to Nonparametric Functional Data Analysis

0 references

Nonparametric Estimation of the Mode of A Distribution of Random Curves

0 references

Testing monotonicity of regression.

0 references

Some limit theorems for empirical processes (with discussion)

0 references

Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function

0 references

The Theory of Unbiased Estimation

0 references

On inference validity of weighted U-statistics under data heterogeneity

0 references

Optimal bandwidth selection in nonparametric regression function estimation

0 references

Conditional $U$-statistics for dependent random variables

0 references

A Class of Statistics with Asymptotically Normal Distribution

0 references

Weakly dependent functional data

0 references

Inference for functional data with applications

0 references

An association test for functional data based on Kendall's tau

0 references

A test for second order stationarity of a multivariate time series

0 references

Uniform in bandwidth consistency for various kernel estimators involving functional data

0 references

Bootstrapping Locally Stationary Processes

0 references

Nonparametric regression for locally stationary functional time series

0 references

Testing for Stochastic Monotonicity

0 references

Degenerate $U$- and $V$-statistics under weak dependence: asymptotic theory and bootstrap consistency

0 references

Degenerate $U$- and $V$-statistics under ergodicity: asymptotics, bootstrap and applications in statistics

0 references

Strong convergence of sums of $\alpha $-mixing random variables with applications to density estimation

0 references

On U-Statistics and Compressed Sensing I: Non-Asymptotic Average-Case Analysis

0 references

Nonparametric modelling for functional data: selected survey and tracks for future

0 references

Proving consistency of non-standard kernel estimators

0 references

Nonparametric regression estimation for dependent functional data: asymptotic normality

0 references

Functional weak limit theorem for a local empirical process of non-stationary time series and its application

0 references

The probability of small Gaussian ellipsoids and associated conditional moments

0 references

The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data

0 references

Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

0 references

U-processes: Rates of convergence

0 references

On Estimation of a Probability Density Function and Mode

0 references

Rates of convergence for random forests via generalized U-statistics

0 references

Empirical process theory for locally stationary processes

0 references

Limit distributions of conditional $U$-statistics

0 references

Nonparametric regression for functional data: automatic smoothing parameter selection

0 references

Weak limits of U-statistics of infinite order

0 references

A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

0 references

Discriminant analysis for locally stationary processes

0 references

Approximation Theorems of Mathematical Statistics

0 references

Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density

0 references

The Limiting Distribution of the Maximum Rank Correlation Estimator

0 references

Maximal inequalities for degenerate $U$-processes with applications to optimization estimators

0 references

Approximating high-dimensional infinite-order $U$-statistics: statistical and computational guarantees

0 references

Renewal type bootstrap for increasing degree $U$-process of a Markov chain

0 references

Conditional empirical processes

0 references

Conditional $U$-statistics

0 references

$L^ p$-convergence of conditional $U$-statistics

0 references

Universally consistent conditional $U$-statistics

0 references

Nonparametric regression for locally stationary time series

0 references

On the Asymptotic Distribution of Differentiable Statistical Functions

0 references

Spectral Inference under Complex Temporal Dynamics

0 references

Identifiers

DOI

10.1007/s11203-023-09305-y

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6493980