scientific article; zbMATH DE number 772918
From MaRDI portal
Publication:4838527
zbMath0827.60005MaRDI QIDQ4838527
Publication date: 29 November 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sums of independent random variables; random walks (60G50) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (37)
Necessary and sufficient conditions for the strong law of large numbers for \(U\)-statistics. ⋮ Measuring the magnitude of sums of independent random variables ⋮ The LIL for canonical \(U\)-statistics of order 2 ⋮ Kernel density estimators: convergence in distribution for weighted sup-norms ⋮ Weighted uniform consistency of kernel density estimators. ⋮ A functional LIL for \(d\)-dimensional stable processes; invariance for Lévy- and other weakly convergent processes ⋮ Moderate deviations and functional limits for random processes with stationary and independent increments ⋮ Persistence of iterated partial sums ⋮ Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications ⋮ Renewal type bootstrap for Markov chains ⋮ On the integrated squared error of the linear wavelet density estimator ⋮ Some remarks on MCMC estimation of spectra of integral operators ⋮ The \(L_1\)-norm density estimator process ⋮ Strong approximations for dependent competing risks with independent censoring ⋮ A direct bootstrapping technique and its application to a novel goodness of fit test ⋮ The Khinchin-Kahane and Lévy inequalities for abelian metric groups, and transfer from normed (abelian semi)groups to Banach spaces ⋮ The LIL for canonical \(U\)-statistics ⋮ Scaling limits of directed polymers in spatial-correlated environment ⋮ Statistical learning based on Markovian data maximal deviation inequalities and learning rates ⋮ A general Hsu-Robbins-Erdős type estimate of tail probabilities of sums of independent identically distributed random variables ⋮ Estimates for the rate of strong approximation in Hilbert space ⋮ Uniform convergence of nonparametric regressions in competing risk models with right censoring ⋮ Consistency of kernel density estimators for causal processes ⋮ Moderate deviations for Poisson-Dirichlet distribution ⋮ Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators ⋮ A comparison inequality for sums of independent random variables ⋮ The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator ⋮ Moderate deviations principle for products of sums of random variables ⋮ Some new almost sure results on the functional increments of the uniform empirical process ⋮ On the almost sure topological limits of collections of local empirical processes at many different scales ⋮ On a contraction property of Bernoulli canonical processes ⋮ Spitzer's strong law of large numbers in nonseparable Banach spaces ⋮ Central limit theorems for the Wasserstein distance between the empirical and the true distributions ⋮ Limit theorems for occupation rates of local empirical processes ⋮ Unnamed Item ⋮ Functional central limit theorems and moderate deviations for Poisson cluster processes ⋮ The accuracy of strong Gaussian approximation for sums of independent random vectors
This page was built for publication: