A note on invariance principles for v. Mises' statistics

M. Denker; C. Grillenberger; G. Keller

doi:10.1007/BF01897813

A note on invariance principles for v. Mises' statistics

M. Denker
, C. Grillenberger
, G. Keller

Mathematics

Research output: Contribution to journal › Article › peer-review

13 Scopus citations

Abstract

We extend Filippova's result on weak convergence of v. Mises' functionals and prove a weak invariance principle. Applications to U-statistics are given and extensions to contiguity and weakly dependent processes are briefly discussed.

Original language	English (US)
Pages (from-to)	197-214
Number of pages	18
Journal	Metrika
Volume	32
Issue number	1
DOIs	https://doi.org/10.1007/BF01897813
State	Published - Dec 1985

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1007/BF01897813

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title = "A note on invariance principles for v. Mises' statistics",

abstract = "We extend Filippova's result on weak convergence of v. Mises' functionals and prove a weak invariance principle. Applications to U-statistics are given and extensions to contiguity and weakly dependent processes are briefly discussed.",

author = "M. Denker and C. Grillenberger and G. Keller",

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AU - Keller, G.

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AB - We extend Filippova's result on weak convergence of v. Mises' functionals and prove a weak invariance principle. Applications to U-statistics are given and extensions to contiguity and weakly dependent processes are briefly discussed.

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A note on invariance principles for v. Mises' statistics

Abstract

All Science Journal Classification (ASJC) codes

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