Moderate and large deviations for \(U\)-processes
From MaRDI portal
Publication:1805756
DOI10.1016/S0304-4149(97)00113-0zbMath0934.60019MaRDI QIDQ1805756
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Large deviations (60F10)
Related Items
Moderate deviations for degenerate \(U\)-processes., A central limit theorem for incomplete U-statistics over triangular arrays
Cites Work
- U-processes: Rates of convergence
- Limit theorems for \(U\)-processes
- The law of the iterated logarithm for \(U\)-processes
- On a notion of data depth based on random simplices
- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
- Functional limit theorems for U-processes
- Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
- Decoupling and Khintchine's inequalities for \(U\)-statistics
- Large deviations, moderate deviations and LIL for empirical processes
- Sharper bounds for Gaussian and empirical processes
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
- A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
- Large deviations for products of empirical probability measures in the \(\tau\)-topology
- Empirical processes and applications: An overview. (With discussion)
- On large deviations of empirical measures in the τ-topology
- Probability Inequalities for Sums of Bounded Random Variables
- Convergence of stochastic processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
