Related papers: Asymptotic normality for $m$-dependent and constra…

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic…

We define cyclic $U$-statistics as a variant of $U$-statistics based on variables $X_1,\dots,X_n$ that are assumed to be cyclically ordered. We also define alternating $U$-statistics where in the definition terms are summed with alternating…

This paper is mainly concerned with asymptotic studies of weighted bootstrap for u- and v-statistics. We derive the consistency of the weighted bootstrap u- and v-statistics, based on i.i.d. and non i.i.d. observations, from some more…

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…

We adapt the techniques in Stigler [Ann. Statist. 1 (1973) 472--477] to obtain a new, general asymptotic result for trimmed $U$-statistics via the generalized $L$-statistic representation introduced by Serfling [Ann. Statist. 12 (1984)…

This paper develops a general framework for analyzing asymptotics of $V$-statistics. Previous literature on limiting distribution mainly focuses on the cases when $n \to \infty$ with fixed kernel size $k$. Under some regularity conditions,…

The large-sample behavior of non-degenerate multivariate $U$-statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be estimated consistently. Mild regularity conditions are…

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

We give sufficient conditions for the asymptotic normality of linear combinations of order statistics (L-statistics) in the case of simple random samples without replacement. In the first case, restrictions are imposed on the weights of…

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

In another related work, U-statistics were used for non-asymptotic "average-case" analysis of random compressed sensing matrices. In this companion paper the same analytical tool is adopted differently - here we perform non-asymptotic…

We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…

Let $(X_{n,t})_{t=1}^{\infty}$ be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number~$n$. The paper presents sufficient conditions for the asymptotic normality (for $n\to\infty$…

In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…