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Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics. [PDF]
Demler OV+3 more
europepmc +2 more sources
The LIL for canonical U-statistics of order 2 [PDF]
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]
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]
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]
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]
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]
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]
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]
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