Related papers: Cyclic and alternating $U$-statistics

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…

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…

A permutation is defined to be cycle-up-down if it is a product of cycles that, when written starting with their smallest element, have an up-down pattern. We prove bijectively and analytically that these permutations are enumerated by the…

Let $\{X_n, n \ge 1\}$ be a sequence of stationary associated random variables. We discuss another set of conditions under which a central limit theorem for U-statistics based on $\{X_n, n \ge 1\}$ holds. We look at U-statistics based on…

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…

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…

Consider a permutation p to be any finite list of distinct positive integers. A statistic is a function St whose domain is all permutations. Let S(p,q) be the set of shuffles of two disjoint permutations p and q. We say that St is shuffle…

The limit behavior is studied for the distributions of normalized U- and V-statistics of an arbitrary order with canonical (degenerate) kernels, based on samples of increasing sizes from a stationary sequence of observations satisfying…

U-statistics constitute a large class of estimators, generalizing the empirical mean of a random variable $X$ to sums over every $k$-tuple of distinct observations of $X$. They may be used to estimate a regular functional $\theta(P_{X})$ of…

The notion of a $U$-statistic for an $n$-tuple of identical quantum systems is introduced in analogy to the classical (commutative) case: given a selfadjoint `kernel' $K$ acting on $(\mathbb{C}^{d})^{\otimes r}$ with $r<n$, we define the…

A cyclic random walk is a random walk whose transition probabilities/rates can be written as a superposition of the empirical measures of a family of finite cycles. This identifies a convex set of models. We discuss the problem of…

We introduce a new sequence of unsigned degenerate Stirling numbers of the first kind. Following the work of Adell-Lekuona, who represented unsigned Stirling numbers of the first kind as multiples of the expectations of specific random…

A classifier for two or more samples is proposed when the data are high-dimensional and the underlying distributions may be non-normal. The classifier is constructed as a linear combination of two easily computable and interpretable…

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…

We extend a functional limit theorem for symmetric $U$-statistics [Miller and Sen, 1972] to asymmetric $U$-statistics, and use this to show some renewal theory results for asymmetric $U$-statistics. Some applications are given.

We explore phenomenological consequences of coupling a non-conformal scale-invariant theory to the standard model. We point out that, under certain circumstances, non-conformal scale-invariant theories have oscillating correlation functions…

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 $n\to\infty$…

Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…