The central limit theorem for degenerate variableU-statistics under dependence

DOI10.1080/10485252.2011.556193zbMath1234.60027OpenAlexW2055201467MaRDI QIDQ3106418

Chiho Kim, Tae Yoon Kim, Zhi-Ming Luo

Publication date: 21 December 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2011.556193

zbMATH Keywords

central limit theoremsvariable kerneldegenerate \(U\)-statisticsquadratic errors

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05)

Related Items (8)

A \(U\)-classifier for high-dimensional data under non-normality ⋮ Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions ⋮ Specification tests for time-varying coefficient models ⋮ Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence ⋮ Central Limit Theorems for ReducedU-Statistics Under Dependence and Their Usefulness ⋮ Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence ⋮ The LLN and CLT for U-statistics under cross-sectional dependence ⋮ Smooth coefficient models with endogenous environmental variables

Cites Work

• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• A central limit theorem for generalized quadratic forms
• Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
• Convergence rates for average square errors for kernel smoothing estimators
• On the Asymptotic Distribution of the Generalized U-Statistics for Dependent Variables
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
• Nonlinear Time Series
• Moment inequalities for mixing sequences of random variables
• Limiting Behavior of Generalized U-Statistics of Weakly Dependent Stationary Processes
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• A Central Limit Theorem for the Sum of Generalized Linear and Quadratic Forms
• Central limit theorems for generalizedU-statistics with applications in nonparametric specification
• ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS

This page was built for publication: The central limit theorem for degenerate variableU-statistics under dependence