David M. Mason

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Available identifiers

zbMath Open mason.david-mWikidataQ102256432 ScholiaQ102256432MaRDI QIDQ169500

List of research outcomes





PublicationDate of PublicationType
A note on central limit theorems for trimmed subordinated subordinators2024-03-07Paper
Self-standardized central limit theorems for trimmed Lévy processes2021-11-17Paper
Moderate deviations and intermediate efficiency for lack-of-fit tests2021-08-05Paper
Darling--Erd\H{o}s theorem for L\'evy processes at zero2020-10-16Paper
Uniform in bandwidth estimation of the gradient lines of a density2020-06-21Paper
Compactness and continuity properties for a Lévy process at a two-sided exit time2020-05-29Paper
An empirical process approach to the uniform consistency of kernel-type function estimators2019-08-22Paper
Matrix normalised stochastic compactness for a Lévy process at zero2018-08-24Paper
Bahadur-Kiefer representations for time dependent quantile processes2018-04-27Paper
Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions2017-10-23Paper
An exponential inequality for a weighted approximation to the uniform empirical process with applications2017-10-09Paper
A Refinement of the KMT Inequality for the Uniform Empirical Process2017-10-05Paper
Chapter 29 A discussion of Willem van Zwet’s probability papers2017-10-05Paper
A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance2017-01-11Paper
https://portal.mardi4nfdi.de/entity/Q29536302017-01-05Paper
The Hurst phenomenon and the rescaled range statistic2016-11-02Paper
Long signal change-point detection2016-09-07Paper
On the Breiman conjecture2016-06-22Paper
https://portal.mardi4nfdi.de/entity/Q28108342016-06-06Paper
A general result on the uniform in bandwidth consistency of kernel-type function estimators2016-03-23Paper
Uniform in bandwidth consistency of kernel estimators of the density of mixed data2015-08-25Paper
Uniform in bandwidth limit laws for kernel distribution function estimators2015-07-30Paper
High-Dimensional $$p$$-Norms2015-06-24Paper
Erratum to: ``A general result on the uniform in bandwidth consistency of kernel-type function estimators2015-06-15Paper
Matrix normalized convergence of a Lévy process to normality at zero2015-04-28Paper
Laws of the iterated logarithm for self-normalised Lévy processes at zero2015-02-02Paper
The limit distribution of ratios of jumps and sums of jumps of subordinators2015-01-15Paper
A Characterization of Small and Large Time Limit Laws for Self-normalized Lévy Processes2013-09-25Paper
Erratum to: The asymptotic distribution of self-normalized triangular arrays2013-07-19Paper
A More General Maximal Bernstein-type Inequality2013-07-18Paper
Quantile coupling inequalities and their applications2013-05-10Paper
Randomly weighted self-normalized Lévy processes2013-01-24Paper
Proving consistency of non-standard kernel estimators2012-07-31Paper
Stochastic compactness of Lévy processes2012-07-26Paper
The asymptotic distribution of randomly weighted sums and self-normalized sums2012-06-22Paper
Uniform in bandwidth consistency of kernel estimators of the tail index2011-11-27Paper
A note on a maximal Bernstein inequality2011-09-14Paper
Asymptotic normality in density support estimation2010-04-30Paper
Uniform in Bandwidth Estimation of Integral Functionals of the Density Function2010-04-22Paper
Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes2010-04-13Paper
Asymptotic normality of plug-in level set estimates2009-07-17Paper
Uniform in bandwidth consistency of conditional \(U\)-statistics2009-03-02Paper
https://portal.mardi4nfdi.de/entity/Q35394682008-11-18Paper
Laws of the iterated logarithm for the local U-statistic process2007-10-12Paper
Revisiting two strong approximation results of Dudley and Philipp2007-09-12Paper
On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables2007-09-04Paper
Some observations on the KMT dyadic scheme2007-02-14Paper
Cluster sets of self-normalized sums2007-02-14Paper
When does a randomly weighted self-normalized sum converge in distribution?2006-11-03Paper
Acknowledgment of priority: ``When does a randomly weighted self-normalized sum converge in distribution?2006-11-03Paper
Uniform in bandwidth consistency of local polynomial regression function estimators2006-01-23Paper
The asymptotic distribution of self-normalized triangular arrays2005-12-14Paper
Uniform in bandwidth consistency of kernel-type function estimators2005-10-18Paper
General asymptotic confidence bands based on kernel-type function estimators2005-04-07Paper
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator2005-02-21Paper
The Chow and Robbins Fixed Width Confidence Interval Procedure When the Second Moment Barely Does Not Exist2005-01-18Paper
A uniform functional law of the logarithm for the local empirical process.2004-09-15Paper
https://portal.mardi4nfdi.de/entity/Q44730082004-07-07Paper
https://portal.mardi4nfdi.de/entity/Q44451822004-01-28Paper
The \(L_1\)-norm density estimator process2003-09-09Paper
Bootstrapping the Student \(t\)-statistic2003-05-06Paper
Extreme value behavior in the Hopfield model2003-05-06Paper
A study of serial ranks via random graphs2002-11-14Paper
An empirical process approach to the uniform consistency of kernel-type function estimators2002-10-23Paper
Goodness-of-fit analysis for multivariate normality based on generalized quantiles.2002-07-24Paper
Small deviations for some multi-parameter Gaussian processes2002-03-25Paper
https://portal.mardi4nfdi.de/entity/Q45247432001-10-16Paper
Motoo's combinatorial central limit theorem for serial rank statistics2001-10-03Paper
Nonlinear evolution of the elliptical instability: an example of inertial wave breakdown2001-08-22Paper
When is the Student \(t\)-statistic asymptotically standard normal?2001-04-09Paper
https://portal.mardi4nfdi.de/entity/Q48015592001-01-01Paper
Weighted Approximations to Continuous Time Martingales with Applications2000-03-01Paper
On the LIL for self-normalized sums of IID random variables1999-08-31Paper
A general approach to Bahadur-Kiefer representations for \(M\)-estimators1999-06-10Paper
https://portal.mardi4nfdi.de/entity/Q42316271999-03-14Paper
https://portal.mardi4nfdi.de/entity/Q43871381999-03-09Paper
Gaussian approximation of local empirical processes indexed by functions1997-12-14Paper
On the smallest maximal increment of partial sums of i.i.d. random variables1997-12-14Paper
Some universal results on the behavior of increments of partial sums1997-09-15Paper
https://portal.mardi4nfdi.de/entity/Q31394961996-08-27Paper
A universal Chung-type law of the iterated logarithm1996-05-20Paper
A universal one-sided law of the iterated logarithm1996-05-20Paper
On the asymptotic normality of \(L_ p\)-norms of empirical functionals1995-10-24Paper
Intermediate sums and stochastic compactness of maxima1995-09-27Paper
Nonstandard local empirical processes indexed by sets1995-09-27Paper
Functional laws of the iterated logarithm for local empirical processes indexed by sets1995-09-18Paper
On the fractal nature of empirical increments1995-09-17Paper
https://portal.mardi4nfdi.de/entity/Q43150511994-12-07Paper
Extended large deviations1994-10-17Paper
The asymptotic distribution of intermediate sums1994-08-11Paper
Rates of clustering in Strassen's LIL for partial sum processes1994-06-06Paper
Bahadur–Kiefer Theorems for Uniform Spacings Processes1993-09-22Paper
Some results on the influence of extremes on the bootstrap1993-05-16Paper
A rank statistics approach to the consistency of a general bootstrap1993-04-01Paper
Necessary and sufficient conditions for asymptotic normality of \(L\)- statistics1993-02-22Paper
Functional laws of the iterated logarithm for the increments of empirical and quantile processes1993-01-17Paper
Correction to: A modified Kolmogorov-Smirnov test sensitive to tail alternatives1992-09-27Paper
Generalized quantile processes1992-09-27Paper
Non-standard rank tests1992-09-17Paper
Intermediate- and extreme-sum processes1992-06-28Paper
Approximations to permutation and exchangeable processes1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39900441992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39862991992-06-27Paper
The asymptotic distribution of extreme sums1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39727291992-06-25Paper
A tail empirical process approach to some nonstandard laws of the iterated logarithm1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32099391991-01-01Paper
On the asymptotic normality of self-normalized sums1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33496791991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33503771991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33521861991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33580431991-01-01Paper
Bahadur-Kiefer-type processes1990-01-01Paper
Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics1990-01-01Paper
On the rate of convergence of sums of extremes to a stable law1990-01-01Paper
Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32107191990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33579771990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34761231990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57516671990-01-01Paper
Bootstrapping empirical functions1989-01-01Paper
An extended version of the Erdős-Rényi strong law of large numbers1989-01-01Paper
Darling-Erdős theorems for martingales1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34826271989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47319751989-01-01Paper
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics1988-01-01Paper
The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings1988-01-01Paper
The asymptotic distribution of trimmed sums1988-01-01Paper
Laws of the iterated logarithm in the tails for weighted uniform empirical processes1988-01-01Paper
A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables1988-01-01Paper
Strong limit theorems for weighted quantile processes1988-01-01Paper
A strong invariance theorem for the tail empirical process1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37980321988-01-01Paper
Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents1988-01-01Paper
Almost sure convergence of the Hill estimator1988-01-01Paper
A refinement of the KMT inequality for the uniform empirical process1987-01-01Paper
A law of the iterated logarithm for sums of extreme values from a distribution with a regularly varying upper tail1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37979581987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38064781987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38318011987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57517551987-01-01Paper
What portion of the sample makes a partial sum asymptotically stable or normal?1986-01-01Paper
Cramér-von Mises statistics based on the sample quantile function and estimated parameters1986-01-01Paper
Weighted empirical and quantile processes1986-01-01Paper
Normal and stable convergence of integral functions of the empirical distribution function1986-01-01Paper
The asymptotic distribution of sums of extreme values from a regularly varying distribution1986-01-01Paper
Laws of the iterated logarithm for sums of the middle portion of the sample1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37570651986-01-01Paper
Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics1985-01-01Paper
On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails1985-01-01Paper
Kernel estimates of the tail index of a distribution1985-01-01Paper
Bounds for weighted multivariate empirical distribution functions1985-01-01Paper
Some Information Theoretic Saddlepoints1985-01-01Paper
Central limit theorems for sums of extreme values1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37046761985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37215921985-01-01Paper
A strong limit theorem for the oscillation modulus of the uniform empirical quantile process1984-01-01Paper
A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues1984-01-01Paper
Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\)1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36926111984-01-01Paper
A modified Kolmogorov-Smirnov test sensitive to tail alternatives1983-01-01Paper
The asymptotic distribution of weighted empirical distribution functions1983-01-01Paper
A minimax criterion for choosing weight functions for L-estimates of location1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33248401983-01-01Paper
Strong limit theorems for oscillation moduli of the uniform empirical process1983-01-01Paper
Laws of large numbers for sums of extreme values1982-01-01Paper
Some characterizations of strong laws for linear functions of order statistics1982-01-01Paper
Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles1982-01-01Paper
On the use of a statistic based on sequential ranks to prove limit theorems for simple linear rank statistics1981-01-01Paper
Asymptotic normality of linear combinations of order statistics with a smooth score function1981-01-01Paper
Bounds for weighted empirical distribution functions1981-01-01Paper

Research outcomes over time

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