U-processes, U-quantile processes and generalized linear statistics of dependent data
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References listed on IDEAS
- Arcones, Miguel A. & Giné, Evarist, 1995. "On the law of the iterated logarithm for canonical U-statistics and processes," Stochastic Processes and their Applications, Elsevier, vol. 58(2), pages 217-245, August.
- Dehling, Herold & Wendler, Martin, 2010. "Central limit theorem and the bootstrap for U-statistics of strongly mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 126-137, January.
- Hansen, Bruce E., 1991. "GARCH(1, 1) processes are near epoch dependent," Economics Letters, Elsevier, vol. 36(2), pages 181-186, June.
- Arcones, M. A., 1993. "The Law of the Iterated Logarithm for U-Processes," Journal of Multivariate Analysis, Elsevier, vol. 47(1), pages 139-151, October.
- Wendler, Martin, 2011. "Bahadur representation for U-quantiles of dependent data," Journal of Multivariate Analysis, Elsevier, vol. 102(6), pages 1064-1079, July.
- Babu, Gutti Jogesh & Singh, Kesar, 1978. "On deviations between empirical and quantile processes for mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 8(4), pages 532-549, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tarr, G. & Weber, N.C. & Müller, S., 2015. "The difference of symmetric quantiles under long range dependence," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 144-150.
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KeywordsL-Statistic; U-statistics; Invariance principle; Bahadur representation; Mixing; Near epoch dependence;
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