Publication:4097679

Publication date: 1976

60F05: Central limit and other weak theorems

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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Approximations for multivariate U-statistics, Necessary and sufficient conditions on rates of convergence in the multidimensional central limit theorem, Global asymptotic stability results for multisector models of optional growth under uncertainty when future utilities are discounted, A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes, Asymptotic approximations for the distributions of the multinomial goodness-of-fit statistics under local alternatives, On two approaches to approximation of multidimensional stable laws, Approximating the distribution of goodness of fit tests for discrete data, Asymptotic expansions in functional limit theorems, Third-order optimum properties of estimator-sequences, Central limit theorem for the Lorentz process via perturbation theory, An asymptotic minimax risk bound for estimation of a linear functional relationship, Scaling limits for point random fields, Integro-local theorems for sums of independent random vectors in the series scheme, Asymptotic expansions in multivariate renewal theory, \(L_ p\)-nonuniform bounds for asymptotic normality of linear rank statistics, A Berry-Esseen type estimate for sums of Hilbert space valued random variables, A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions, Some notes on multivariate generalized Pareto distributions, Inference for identifiable parameters in partially identified econometric models, The distribution of maxima of approximately Gaussian random fields, Multiple comparisons of several heteroscedastic multivariate populations, Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality, Edgeworth expansion for ergodic diffusions, Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles, Finite size scaling for the core of large random hypergraphs, Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains, Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions, Probabilities of moderate deviations in the multidimensional case, Multisequences of multidimensional positive linear operators, Consistency and asymptotic normality of least absolute value estimates, Berry-Esseen theorems for quadratic forms of Gaussian stationary processes, Uniform normal approximation orders for families of dominated measures, Approximation of Markov chains defined by recursion relations, A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics, Edgeworth expansions for sampling without replacement from finite populations, Two-dimensional approximation of U-statistics, Ideal quadratic metrics, Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem, Asymptotic expansion of the power function of the two-sample binomial test with and without randomization, Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima, Optimal local Gaussian approximation of an exponential family, Third order efficient tests in exponential lattice models, Dependence of the Berry-Esseen estimate on the dimension, Approximation of convolutions of multidimensional distributions, Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes, The existence of optimal contracts in the principal-agent model, On the Edgeworth expansion for the sum of a function of uniform spacings, Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data, A note on asymptotic expansions for Markov chains using operator theory, Unusual properties of bootstrap confidence intervals in regression problems, On the asymptotic properties of smoothed estimators of the classification error rate, The rate of convergence in the central limit theorem for non-stationary dependent random vectors, Sharp orders of convergence in the random central limit theorem, Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions, One dimensional stochastic partial differential equations and the branching measure diffusion, Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete, Asymptotic expansions for potential functions of I.I.D. random fields, On the microscopic validity of the Wulff construction and of the generalized Young equation, Local limit theorems for sums of independent random vectors, Local limit theorems on the convergence of Markov chains to diffusion processes, On the long term behavior of some finite particle systems, Detector relative efficiency analysis in non-Gaussian noise, A note on Edgeworth expansions for the lattice case, \(L_ 1\) nonuniform central limit bounds for generalized rank statistics, Extensions of results of Komlós, Major, and Tusnády to the multivariate case, Asymptotic expansions for conditional distributions, Third order efficiency of conditional tests for exponential families, Condorcet proportions and Kelly's conjectures, Convergence rates in the central limit theorem for stationary mixing sequences of random vectors, Second-order optimality of randomized estimation and test procedures, Asymptotic expansion for the density of sums of independent random vectors from \(R^ k\)., Bahadur deficiency of likelihood ratio tests in exponential families, The speed of convergence of prices in random exchange economies, On the accuracy of normal approximation, Asymptotic expansions for distribution functions and densities of sums of independent random vectors, Asymptotic variance estimation in multivariate distributions, Distribution sensitivity in stochastic programming, Stability analysis for stochastic programs, Accuracy of the bootstrap approximation, Global nonparametric estimation of conditional quantile functions and their derivatives, Effects of misspecification of lag structure in certain two-variable distributed lag models, The best asymptotic constant of a class of approximation operators, Edgeworth expansions for errors-in-variables models, On the bias of order statistics in non-i.i.d. samples, Error inference for nonparametric regression, A third-order optimum property of the maximum likelihood estimator, The central limit theorem for maximum likelihood estimators of vector parameters: Locally uniform convergence, General theorems on rates of convergence in distribution of random variables I. General limit theorems, A note on rates of convergence in the multidimensional CLT for maximum partial sums, Convergence rate estimate in central limit theorem for m-dependent random vectors, Approximate maximum likelihood estimation in linear regression, What can or can't be estimated in branching and related processes?, Nonparametric estimation of the measurement error model using multiple indicators., On the rate of convergence in the local limit theorem for densities, On miminum modulus of trigonometric polynomials with random coefficients, Estimated stochastic programs with chance constraints, Tails in harnesses, Rate of convergence for the modified Szász-Mirakyan operators on functions of bounded variation, Asymptotically strategy-proof Walrasian exchange, Edgeworth expansions in very-high-dimensional problems, Asymptotic Bayesian analysis based on a limited information estimator, Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch, Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics, On the asymptotical behavior of the constant in the Berry-Esseen inequality, On the accuracy of empirical likelihood confidence regions for linear regression model, Convergence rates for stopped random sums, On approximations to generalized Poisson distributions, Rates of convergence in the asymptotic normality for some local maximum estimators, Edgeworth expansions for nonparametric distribution estimation with applications, Higher-order Bartlett-type adjustment, Bootstrap by sequential resampling, Parameter estimation and hypothesis testing in stationary vector time series, The periodogram at the Fourier frequencies, On polynomial complexity of a stochastic algorithm for mixed zero-one programs., Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes., An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median, Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales, Nonlinear stochastic programming by Monte-Carlo estimators, An application of Lévy's inversion formula for higher order asymptotic expansion, Deviations from the circular law, On Pickands coordinates in arbitrary dimensions, Local approximations of Markov random walks by diffusions., The FEXP estimator for potentially non-stationary linear time series., Rates of convergence for the Nummelin conditional weak law of large numbers., The stepping stone model. II: Genealogies and the infinite sites model, One-sided confidence intervals in discrete distributions, On the distribution of Pickands coordinates in bivariate EV and GP models, On distribution of AIC in linear regression models, Computational methods for Markov series with large state spaces, with application to AIDS modeling, Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation, Error bounds on the power method for determining the largest eigenvalue of a symmetric, positive definite matrix, Second order asymptotics in nonlinear regression, Estimates for the convergence rate in the central limit theorem for randomized separable statistics in a multinomial scheme, Controlled semi-Markov models under long-run average rewards, Estimation of regression parameters from quantum measurements, Third-order efficiency of conditional tests in exponential models: The lattice case, Empirical geometry of multivariate data: a deconvolution approach., 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motions., The periodogram of an i.i.d. sequence., Moderate deviation probabilities for open convex sets: nonlogarithmic behavior., Adjusted empirical likelihood method for quantiles, Partial mixing and Edgeworth expansion, Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives, Edgeworth approximations for rank sum test statistics, Stochastic p.d.e.'s arising from the long range contact and long range voter processes, Rates of convergence in the operator-stable limit theorem, Refinements of the Gibbs conditioning principle, Asymptotic expansions for statistics computed from spatial data, The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor., Sharp asymptotics of large deviations for general state-space Markov-additive chains in \(\mathbb{R}^d\), Tail probability approximations for Student's \(t\)-statistics, Asymptotic expansion for the null distribution of the 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