Related papers: Studentized Processes of U-statistics

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

The classical and quantum evolution of a generic probability distribution is analyzed. To that end, a formalism based on the decomposition of the distribution in terms of its statistical moments is used, which makes explicit the differences…

We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals with respect to Hawkes processes by a normally distributed random variable. In the case of deterministic and non-negative integrands,…

This paper provides new uniform rate results for kernel estimators of absolutely regular stationary processes that are uniform in the bandwidth and in infinite-dimensional classes of dependent variables and regressors. Our results are…

Continuing the analysis initiated in Lachi\'eze-Rey and Peccati (2011), we use contraction operators to study the normal approximation of random variables having the form of a U-statistic written on the points in the support of a random…

This paper studies model checking for general parametric regression models having no dimension reduction structures on the predictor vector. Using any U-statistic type test as an initial test, this paper combines the sample-splitting and…

We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the other words, the well known U or V-statistics. Our…

Statistical systems are conceived from the standpoint of statistical mechanics, as made of a (generally large) number of identical units and exhibiting a (generally large) number of different configurations (microstates), among which only…

Motivated by some common-change point tests, we investigate the asymptotic distribution of the U-statistic process $U_n(t)=\sum_{i=1}^{[nt]}\sum_{j=[nt]+1}^n h(X_i,X_j)$, $0\leq t\leq 1$, when the underlying data are long-range dependent.…

New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…

We construct examples of degree-two U- and V-statistics of $n$ i.i.d.~heavy-tailed random vectors in $\mathbb{R}^{d(n)}$, whose $\nu$-th moments exist for ${\nu > 2}$, and provide tight bounds on the error of approximating both statistics…

We prove the claim in the title under mild conditions which are usually satisfied when trying to establish asymptotic normality. We assume strictly stationary and absolutely regular data.

The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…

We devise a general result on the consistency of model-based bootstrap methods for U- and V-statistics under easily verifiable conditions. For that purpose, we derive the limit distributions of degree-2 degenerate U- and V-statistics for…

Let $T$ be the Student one- or two-sample $t$-, $F$-, or Welch statistic. Now release the underlying assumptions of normality, independence and identical distribution and consider a more general case where one only assumes that the vector…

This paper is a continuation of work arXiv:2006.09583 devoted to establishment of the convergence rate in the strong invariance principle for cumulative processes. We establish optimal rate of convergence for the case when regeneration…

We develop Gaussian approximations for high-dimensional vectors formed by second-order $U$- and $V$-statistics whose kernels depend on sample size under independent but not identically distributed (i.n.i.d.) sampling. Our results hold…

We give a compact, frame-independent characterization of the set of classical second-order moments for a single spin-1 particle. Defining the moment matrix M = 2Q + (1/3) I, we show that a moment pair (s, Q) arises from a positive mixture…

The quantum measurement problem can be regarded as the tension between the two alternative dynamics prescribed by quantum mechanics: the unitary evolution of the wave function and the state-update rule (or "collapse") at the instant a…

We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…