Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency

DOI10.3150/11-BEJ354zbMath1238.62059arXiv1205.1892MaRDI QIDQ418236

Anne Leucht

Publication date: 28 May 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1892

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (21)

Limit theorems for U-statistics of Bernoulli data ⋮ Normality tests for dependent data: large-sample and bootstrap approaches ⋮ Goodness-of-fit test for stochastic volatility models ⋮ Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics ⋮ Exponential inequalities for dependent V-statistics via random Fourier features ⋮ Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics ⋮ Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data ⋮ On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm ⋮ A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting ⋮ Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data ⋮ Change-Point Detection Under Dependence Based on Two-Sample U-Statistics ⋮ Inference of weighted \(V\)-statistics for nonstationary time series and its applications ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics ⋮ Convolved subsampling estimation with applications to block bootstrap ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ U-statistics with conditional kernels for incomplete data models ⋮ New measure of the bivariate asymmetry ⋮ Theory of generalized discrepancies on a ball of arbitrary finite dimensions and algorithms for finding low-discrepancy point sets ⋮ Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models ⋮ Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences

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