Invariance principles for von Mises and U-statistics
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Publication:3345508
DOI10.1007/BF00535265zbMath0552.60030MaRDI QIDQ3345508
Walter Philipp, Manfred Denker, Herold G. Dehling
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
empirical distribution functionU-statistictest of goodness of fitstochastic double integralvon-Mises statistic
Related Items (14)
The LIL for canonical \(U\)-statistics of order 2 ⋮ On the law of the iterated logarithm for canonical \(U\)-statistics and processes ⋮ The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals ⋮ Functional asymptotic behavior of some random multilinear forms ⋮ Two-parameter strong laws and maximal inequalities forU-statistics ⋮ Renewal theory for asymmetric \(U\)-statistics ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ Complete convergence of triangular arrays and the law of the iterated logarithm for U-statistics ⋮ Resampling \(U\)-statistics using \(p\)-stable laws ⋮ Testing homogeneity of several covariance matrices and multi-sample sphericity for high-dimensional data under non-normality ⋮ Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series ⋮ A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics ⋮ Weak invariance principles for weighted \(U\)-statistics ⋮ The almost sure invariance principles of degenerate \(U\)-statistics of degree two for stationary random variables
Cites Work
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- Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
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- On the Asymptotic Distribution of Differentiable Statistical Functions
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