Results 1 to 10 of about 4,122,773 (336)
Moment inequalities for U-statistics [PDF]
The Annals of Probability, 2006 We present moment inequalities for completely degenerate Banach space valued (generalized) U-statistics of arbitrary order. The estimates involve suprema of empirical processes which, in the real-valued case, can be replaced by simpler norms of the kernel matrix (i.e., norms of some multilinear operators associated with the kernel matrix).
Radosław Adamczak
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Sectorial convergence of U-statistics [PDF]
The Annals of Probability, 2005 Published at http://dx.doi.org/10.1214/009117904000001080 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Anda Gadidov
core +11 more sources
The LIL for canonical U-statistics [PDF]
The Annals of Probability, 2008 We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for canonical $U$-statistics of arbitrary order $d$, extending the previously known results for $d=2$. The nasc's are expressed as growth conditions on a parameterized family of norms associated with the $U$-statistics kernel.
Radosław Adamczak, Rafał Latała
core +7 more sources
Poisson limits for U-statistics [PDF]
Stochastic Processes and their Applications, 2002 AbstractWe study Poisson limits for U-statistics with non-negative kernels. The limit theory is derived from the Poisson convergence of suitable point processes of U-statistics structure. We apply these results to derive infinite variance stable limits for U-statistics with a regularly varying kernel and to determine the index of regular variation of ...
André Dabrowski +3 more
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ASYMPTOTICALLY INDEPENDENT U-STATISTICS IN HIGH-DIMENSIONAL TESTING. [PDF]
Ann Stat, 2021 Many high-dimensional hypothesis tests aim to globally examine marginal or low-dimensional features of a high-dimensional joint distribution, such as testing of mean vectors, covariance matrices and regression coefficients. This paper constructs a family
He Y, Xu G, Wu C, Pan W.
europepmc +3 more sources
Uniform Consistency for Functional Conditional U-Statistics Using Delta-Sequences
Mathematics, 2022 U-statistics are a fundamental class of statistics derived from modeling quantities of interest characterized by responses from multiple subjects. U-statistics make generalizations the empirical mean of a random variable X to the sum of all k-tuples of X
Salim Bouzebda, Amel Nezzal, Tarek Zari
doaj +2 more sources
Self-Normalized Moderate Deviations for Degenerate U-Statistics [PDF]
EntropyIn this paper, we study self-normalized moderate deviations for degenerate U-statistics of order 2. Let {Xi,i≥1} be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form h(x,y)=∑l=1∞λlgl(x)gl(y), where λl>0, Egl(X1)=0,
Lin Ge, Hailin Sang, Qi-Man Shao
doaj +2 more sources
DESIGN BASED INCOMPLETE U-STATISTICS [PDF]
Statistica Sinica, 2020 U-statistics are widely used in fields such as economics, machine learning, and statistics. However, while they enjoy desirable statistical properties, they have an obvious drawback in that the computation becomes impractical as the data size $n ...
Xiangshun Kong, Wei Zheng
semanticscholar +5 more sources
On normal approximations to U-statistics [PDF]
The Annals of Probability, 2009 Published in at http://dx.doi.org/10.1214/09-AOP474 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
V. Bentkus, Bing‐Yi Jing, Zhou Wang
openalex +7 more sources
Multisample adjusted U-statistics that account for confounding covariates. [PDF]
Stat Med, 2018 Multisample U‐statistics encompass a wide class of test statistics that allow the comparison of 2 or more distributions. U‐statistics are especially powerful because they can be applied to both numeric and nonnumeric data, eg, ordinal and categorical ...
Satten GA, Kong M, Datta S.
europepmc +2 more sources