The strong law of \(U\)-statistics with \(\varphi\)-mixing samples

DOI10.1016/0167-7152(94)00107-JzbMath0826.60025OpenAlexW2086479265MaRDI QIDQ1892972

Qiying Wang

Publication date: 22 November 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00107-j

zbMATH Keywords

stationary processalmost sure convergenceuniformly mixing in both directions of times

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items (4)

Central limit theorem for U-statistics of associated random variables ⋮ The weak convergence for self-normalized \(U\)-statistics with dependent samples ⋮ Qualitative robustness of von Mises statistics based on strongly mixing data ⋮ Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations

Cites Work

• Unnamed Item
• Invariance principles for U-statistics and von Mises functionals
• On U-statistics and v. mise? statistics for weakly dependent processes
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes

This page was built for publication: The strong law of \(U\)-statistics with \(\varphi\)-mixing samples