AbstractUsing Hoeffding′s decomposition and truncation arguments we prove some theorems on the conxergence of the distribution of suitably normalized U-statistics to an α-stable limit distribution, 1 < α ≤ 2, under very weak moment conditions on the kernel function
We discuss the convergence of the moments of intermediate order statistics under power normalization...
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
It is shown that the product limit estimator F-n of a continuous distribution function F based on th...
AbstractUsing Hoeffding′s decomposition and truncation arguments we prove some theorems on the conxe...
We relax the moment conditions from a result in almost sure limit theory for U-statistics due to Ber...
AbstractLet Un be a U-statistic based on a symmetric kernel h(x,y) and φ∗-mixing samples {X,Xn;n≥1}....
AbstractLet Un be U-statistics based on a symmetric kernel h(x,y) and i.i.d. samples {Xn;n≥1}. In th...
ABSTRACT. Let (X) be a sequence of m-dependent random variables, not necessarily n equally distribut...
AbstractIt is well known that symmetric statistics based on a kernel with finite second moment have ...
As an estimator of an estimable parameter, we consider a linear combination of $ mathrm{U}-statistic...
AbstractLet (Xn)nϵN be a sequence of real, independent, not necessarily identically distributed rand...
A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing ran...
Bentkus V, Götze F. On minimal moment assumptions in Berry-Esseen theorems for U-statistics. THEORY ...
The authors present a concise but complete exposition of the mathematical theory of stable convergen...
AbstractWe prove limit theorems of functional type for weighted U-statistics with varying kernel. In...
We discuss the convergence of the moments of intermediate order statistics under power normalization...
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
It is shown that the product limit estimator F-n of a continuous distribution function F based on th...
AbstractUsing Hoeffding′s decomposition and truncation arguments we prove some theorems on the conxe...
We relax the moment conditions from a result in almost sure limit theory for U-statistics due to Ber...
AbstractLet Un be a U-statistic based on a symmetric kernel h(x,y) and φ∗-mixing samples {X,Xn;n≥1}....
AbstractLet Un be U-statistics based on a symmetric kernel h(x,y) and i.i.d. samples {Xn;n≥1}. In th...
ABSTRACT. Let (X) be a sequence of m-dependent random variables, not necessarily n equally distribut...
AbstractIt is well known that symmetric statistics based on a kernel with finite second moment have ...
As an estimator of an estimable parameter, we consider a linear combination of $ mathrm{U}-statistic...
AbstractLet (Xn)nϵN be a sequence of real, independent, not necessarily identically distributed rand...
A necessary and sufficient condition for the weak convergence of partial sums of strongly mixing ran...
Bentkus V, Götze F. On minimal moment assumptions in Berry-Esseen theorems for U-statistics. THEORY ...
The authors present a concise but complete exposition of the mathematical theory of stable convergen...
AbstractWe prove limit theorems of functional type for weighted U-statistics with varying kernel. In...
We discuss the convergence of the moments of intermediate order statistics under power normalization...
Let (Xn)n[epsilon] be a sequence of real, independent, not necessarily identically distributed rando...
It is shown that the product limit estimator F-n of a continuous distribution function F based on th...
DOI
Add to ORKG