Universally Consistent Conditional $U$-Statistics
Stute, Winfried
Ann. Statist., Tome 22 (1994) no. 1, p. 460-473 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We introduce a general class of conditional $U$-statistics and present sufficient conditions for their universal consistency in $r$th mean. It is shown that under mild assumptions on the smoothing parameters, window and $k_n$-nearest neighbor estimators are universally consistent. An application to a new nonparametric discrimination problem is also included.
Publié le : 1994-03-14
Classification:  Conditional $U$-statistics,  universal consistency,  window and NN weights,  nonparametric discrimination,  62G05,  62G07 
@article{1176325378,
     author = {Stute, Winfried},
     title = {Universally Consistent Conditional $U$-Statistics},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 460-473},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325378}
}

Stute, Winfried. Universally Consistent Conditional $U$-Statistics. Ann. Statist., Tome 22 (1994) no. 1, pp.  460-473. http://gdmltest.u-ga.fr/item/1176325378/