Image de couverture de livre

Characterization of the asymptotic behavior of $U$-statistics on row-column exchangeable matrices

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Minh, Tâm Le
Format:	Preprint
Publié:	2024
Sujets:	Probability Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

$U$-statistics on bipartite exchangeable networks
par: Minh, Tâm Le
Publié: (2021)

Berry-Esseen theorems for the asymptotic normality of incomplete U-statistics with Bernoulli sampling
par: Leung, Dennis
Publié: (2024)

Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations
par: Melnykova, Anna, et autres
Publié: (2023)

Slow rates of approximation of U-statistics and V-statistics by quadratic forms of Gaussians
par: Huang, Kevin Han, et autres
Publié: (2024)

Deviation and moment inequalities for Banach-valued $U$-statistics
par: Giraudo, Davide
Publié: (2024)

U-statistics of local sample moments under weak dependence
par: Dehling, Herold G., et autres
Publié: (2023)

Convergence of the empirical two-sample $U$-statistics with $β$-mixing data
par: Dehling, Herold, et autres
Publié: (2020)

Functional central limit theorems for $U$-statistics of beta-mixing data
par: Giraudo, Davide
Publié: (2026)

An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
par: Giraudo, Davide
Publié: (2024)

Some notes on ergodic theorem for $U$-statistics of order $m$ for stationary and not necessarily ergodic sequences
par: Giraudo, Davide
Publié: (2023)

Hoeffding-type decomposition for $U$-statistics on bipartite networks
par: Minh, Tâm Le, et autres
Publié: (2023)

On the asymptotics of extremal lp-blocks cluster inference
par: Buriticá, Gloria, et autres
Publié: (2022)

Exact exponential tail estimation for sums of independent centered random variables, under natural norming, with applications to the theory of U-statistics
par: Formica, M. R., et autres
Publié: (2024)

Functional CLT for general sample covariance matrices
par: Cui, Jian, et autres
Publié: (2026)

Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables
par: Barber, Rina Foygel
Publié: (2024)

The high-dimensional asymptotics of first order methods with random data
par: Celentano, Michael, et autres
Publié: (2021)

Limiting spectral distributions of large consistent rank correlation matrices
par: Dong, Zhaorui, et autres
Publié: (2026)

Non-asymptotic Analysis of Poisson randomized midpoint Langevin Monte Carlo
par: Shen, Tian, et autres
Publié: (2025)

Kronecker-product random matrices and a matrix least squares problem
par: Fan, Zhou, et autres
Publié: (2024)

On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
par: Cui, Jian, et autres
Publié: (2025)

Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications
par: Bi, Daning, et autres
Publié: (2022)

Stability and statistical inference for semidiscrete optimal transport maps
par: Sadhu, Ritwik, et autres
Publié: (2023)

Concentration of the bootstrap empirical process, with applications to statistical inference
par: Maillard, Guillaume, et autres
Publié: (2026)

Palm distributions of superposed point processes for statistical inference
par: Beraha, Mario, et autres
Publié: (2025)

Large random matrices with given margins
par: Lyu, Hanbaek, et autres
Publié: (2024)

New statistical methodology for second level global sensitivity analysis
par: Meynaoui, Anouar, et autres
Publié: (2019)

Rates of Fisher information convergence in the central limit theorem for nonlinear statistics
par: Dung, Nguyen Tien
Publié: (2022)

Extreme eigenvalues and eigenvectors for finite rank additive deformations of non-hermitian sparse random matrices
par: Hachem, Walid, et autres
Publié: (2026)

Local approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes
par: Inoue, Akihiko, et autres
Publié: (2023)

Robust Sparse Recovery with Sparse Bernoulli matrices via Expanders
par: Abdalla, Pedro
Publié: (2021)

General asymptotic representations of indexes based on the functional empirical process and the residual functional empirical process and applications
par: Lo, Gane Samb, et autres
Publié: (2025)

Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$
par: Cai, Chunhao
Publié: (2026)

A recursion formula for mixed trace moments of isotropic Wishart matrices and the Gaussian unitary/orthogonal ensembles
par: Deitmar, Ben
Publié: (2023)

Use of stochastic orders and statistical dependence in error analysis for multi-component system
par: Bhattacharjee, Subarna, et autres
Publié: (2025)

The maximum likelihood type estimator of SDEs with fractional Brownian motion under small noise asymptotics in the rough case
par: Nakajima, Shohei
Publié: (2024)

Phase transition for conditional covariance matrices estimated by importance sampling, and implications for cross-entropy schemes in high dimension
par: Beh, Jason, et autres
Publié: (2025)

Extreme singular values of inhomogeneous sparse random rectangular matrices
par: Dumitriu, Ioana, et autres
Publié: (2022)

Closed-form empirical Bernstein confidence sequences for scalars and matrices
par: Chugg, Ben, et autres
Publié: (2025)

Decoupling and randomization for double-indexed permutation statistics
par: Zou, Mingxuan, et autres
Publié: (2026)

Tail Bounds for Canonical $U$-Statistics and $U$-Processes with Unbounded Kernels
par: Chakrabortty, Abhishek, et autres
Publié: (2025)