Results 21 to 30 of about 4,122,773 (336)

The LIL for canonical U-statistics of order 2 [PDF]

open access: bronze, 2001
Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables.
Evarist Giné   +3 more
openalex   +5 more sources

Necessary and sufficient conditions for the strong law of large numbers for U-statistics [PDF]

open access: bronze, 2000
Under some mild regularity on the normalizing sequence, we obtain necessary and sufficient conditions for the Strong Law of Large Numbers for (symmetrized) U-statistics. We also obtain nasc's for the a.s.
Rafał Latała, Joel Zinn
openalex   +4 more sources

A new method for determining geochemical anomalies: U-N and U-A fractal models [PDF]

open access: yesInternational Journal of Mining and Geo-Engineering, 2022
Undoubtedly, determining the threshold of anomalies and separating geochemical anomalies from background is one of the most important stages of minerals exploration.
Seyyed saeed Ghannadpour   +1 more
doaj   +1 more source

Efficient Aggregated Kernel Tests using Incomplete U-statistics [PDF]

open access: yesNeural Information Processing Systems, 2022
We propose a series of computationally efficient nonparametric tests for the two-sample, independence, and goodness-of-fit problems, using the Maximum Mean Discrepancy (MMD), Hilbert Schmidt Independence Criterion (HSIC), and Kernel Stein Discrepancy ...
Antonin Schrab   +3 more
semanticscholar   +1 more source

U-statistics of growing order and sub-Gaussian mean estimators with sharp constants [PDF]

open access: yesMathematical Statistics and Learning, 2022
This paper addresses the following question: given a sample of i.i.d. random variables with finite variance, can one construct an estimator of the unknown mean that performs nearly as well as if the data were normally distributed? One of the most popular
Stanislav Minsker
semanticscholar   +1 more source

Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap [PDF]

open access: yesStatistical Papers, 2022
The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to outliers compared to the classical CUSUM test. For this aim, the Wilcoxon two-sample test is generalized
L. Wegner, M. Wendler
semanticscholar   +1 more source

Tail inference using extreme U-statistics [PDF]

open access: yesElectronic Journal of Statistics, 2022
Extreme U-statistics arise when the kernel of a U-statistic has a high degree but depends only on its arguments through a small number of top order statistics.
Jochem Oorschot, J. Segers, Chen Zhou
semanticscholar   +1 more source

Graphs defined on groups [PDF]

open access: yesInternational Journal of Group Theory, 2022
‎This paper concerns aspects of various graphs whose vertex set is a group $G$‎ ‎and whose edges reflect group structure in some way (so that‎, ‎in particular‎, ‎they are invariant under the action of the automorphism group of $G$)‎.
Peter J‎. Cameron
doaj   +1 more source

Home - About - Disclaimer - Privacy