ConditionalU-Statistics for Dependent Random Variables
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References listed on IDEAS
- Dielman, Terry E. & Rose, Elizabeth L., 1996. "A note on hypothesis testing in LAV multiple regression: A small sample comparison," Computational Statistics & Data Analysis, Elsevier, vol. 21(4), pages 463-470, April.
- Dielman, Terry E. & Rose, Elizabeth L., 1995. "A bootstrap approach to hypothesis testing in least absolute value regression," Computational Statistics & Data Analysis, Elsevier, vol. 20(2), pages 119-130, August.
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- Michel Harel & Madan Puri, 2004. "Universally consistent conditionalU-statistics for absolutely regular processes and its applications for hidden Markov models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(4), pages 819-832, December.
- Terpstra, Jeffrey T. & Rao, M. Bhaskara, 2002. "On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 219-230, November.
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KeywordsConditionalU-statistics asymptotic normality strong convergence absolute regularity (null);
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