Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
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Publication:5728845
DOI10.1137/1107003zbMath0118.14501OpenAlexW2063335719WikidataQ108812392 ScholiaQ108812392MaRDI QIDQ5728845
Publication date: 1962
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1107003
Related Items (31)
Von Mises approximation of the critical value of a test ⋮ A note on invariance principles for v. Mises' statistics ⋮ An Edgeworth expansion for symmetric statistics ⋮ Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics ⋮ Invariance principles for U-statistics and von Mises functionals ⋮ Functional asymptotic behavior of some random multilinear forms ⋮ Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals ⋮ Asymptotic normality of U-statistics based on i.i.d. or negatively associated observations by utilizing Zolotarev’s ideal metric ⋮ Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes ⋮ Stein's method for nonlinear statistics: a brief survey and recent progress ⋮ Qualitative robustness of von Mises statistics based on strongly mixing data ⋮ Asymptotic behavior of functionals of empirical distribution functions for the two-sample problem ⋮ Some asymptotic distributions in the location-scale model ⋮ Asymptotic distribution of a Cramer-von Mises type statistic for testing symmetry when the center is estimated ⋮ Renewal theory for asymmetric \(U\)-statistics ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ \(U\)-statistics of Ornstein-Uhlenbeck branching particle system ⋮ Normal approximation for nonlinear statistics using a concentration inequality approach ⋮ Limit distributions of U-statistics resambled by symmetric stable laws ⋮ On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships ⋮ Invariance principles for von Mises and U-statistics ⋮ Chi-square tests under models close to the normal distribution ⋮ Cramér type moderate deviation theorems for self-normalized processes ⋮ Goodness-of-fit tests for kernel regression with an application to option implied volatilities ⋮ Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal ⋮ Resampling \(U\)-statistics using \(p\)-stable laws ⋮ Target estimation for bias and mean square error reduction ⋮ Expansions for von Mises functionals ⋮ Exponential Inequalities for the Distribution Tails of Multiple Stochastic Integrals with Respect to Gaussian Integrating Processes ⋮ A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics ⋮ Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
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