The weak convergence for self-normalized \(U\)-statistics with dependent samples
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Publication:427569
DOI10.1016/J.AML.2011.03.034zbMath1239.62055OpenAlexW1989480839MaRDI QIDQ427569
Publication date: 14 June 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2011.03.034
Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
Cites Work
- A weak invariance principle for self-normalized products of sums of mixing sequences
- Invariance principles for U-statistics and von Mises functionals
- The law of large numbers for \(U\)-statistics under absolute regularity
- Donsker's theorem for self-normalized partial sums processes
- The strong law of \(U\)-statistics with \(\varphi\)-mixing samples
- On weak approximations of \(U\)-statistics
- On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
- Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
- A Class of Statistics with Asymptotically Normal Distribution
- The Theory of Unbiased Estimation
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