Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes

Related Items (16)

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

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