Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics

DOI10.3150/13-BEJ508zbMath1303.60019arXiv1203.1112OpenAlexW3098440057MaRDI QIDQ2448714

Henryk Zähle, Eric Beutner

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1112

zbMATH Keywords

empirical processlong range dependenceAppell polynomialsHoeffding decompositioncontinuous mapping theoremweak limit theoremsvon Mises decompositionnon-degenerate and degenerate \(U\)- and \(V\)-statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Related Items

Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals, Functional weak limit theorem for a local empirical process of non-stationary time series and its application, Kaplan-Meier V- and U-statistics, On estimation of limiting variance of partial sums of functions of associated random variables, On limiting distribution of U-statistics based on associated random variables, Qualitative robustness of von Mises statistics based on strongly mixing data, Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics, Qualitative robustness of statistical functionals under strong mixing, Inference for local distributions at high sampling frequencies: a bootstrap approach, Dependent Wild Bootstrap for the Empirical Process, Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process

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