Weak convergence of generalized U-statistics

DOI10.1214/aop/1176996754zbMath0276.60008OpenAlexW2012834261MaRDI QIDQ1393768

Pranab Kumar Sen

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996754

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic processes (60G99) Convergence of probability measures (60B10)

Related Items (16)

A note on invariance principles for v. Mises' statistics ⋮ Robust and efficient estimation for the treatment effect in causal inference and missing data problems ⋮ Functional limit theorems for U-statistics ⋮ Invariance principles for U-statistics and von Mises functionals ⋮ Weak convergence of row and column exchangeable arrays ⋮ On the invariance principle for U-statistics ⋮ Nonparametric homogeneity test based on ridit reliability functional ⋮ Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations ⋮ A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions ⋮ Limiting behavior of U-statistics for stationary, absolutely regular processes ⋮ Renewal theory for asymmetric \(U\)-statistics ⋮ DESIGN BASED INCOMPLETE U-STATISTICS ⋮ Functional limit theorems for U-statistics in the degenerate case ⋮ Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality ⋮ Invariance principles for stochastic area and related stochastic integrals ⋮ Nonparametrics: Retrospectives and perspectives^*

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