A note on invariance principles for v. Mises' statistics

DOI10.1007/BF01897813zbMath0609.62029OpenAlexW2076069295MaRDI QIDQ1086933

Gerhard Keller, Christian Grillenberger, Manfred Denker

Publication date: 1985

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176003

zbMATH Keywords

weak convergencefunctional limit theoremsinvariance principlesBrownian bridgecontiguityU-statisticsmultiple stochastic integralKiefer processweakly dependent processesvon Mises functionalstwo-sample von Mises statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

Related Items

Asymptotic behavior of multi-response permutation procedures ⋮ Invariance principles for U-statistics and von Mises functionals ⋮ Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals ⋮ Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes ⋮ The functional limit theorem for the canonical \(U\)-processes defined on dependent trials ⋮ Renewal theory for asymmetric \(U\)-statistics ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ Almost sure limit theorems for \(U\)-statistics ⋮ Invariance principles for von Mises and U-statistics ⋮ Resampling \(U\)-statistics using \(p\)-stable laws ⋮ A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics ⋮ Symmetric polynomials of random variables attracted to an infinitely divisible law

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