Central Limit Theorems for Interchangeable Processes

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(30)

Strassen-type invariance principles for exchangeable sequences
Some results on the behavior and estimation of the fractal dimensions of distributions on attractors
Central limit theorems for exchangeable random variables when limits are scale mixtures of normals
De Finetti's contribution to probability and statistics
A nearest neighbor estimate of the residual variance
Concentration of normalized sums and a central limit theorem for noncorrelated random variables
Generalized symmetric polynomials and an approximate de Finetti representation
Empirical central limit theorems for exchangeable random variables
Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
On weighted rank-sum tests for dispersion
On the rate of convergence in de Finetti's representation theorem
On laws of large numbers for exchangeable random variables
The limit theorem for maximum of partial sums of exchangeable random variables
Strong laws of large numbers for triangular arrays of exchangeable random variables
Limit theorems for weakly exchangeable arrays
On scale-mixture Birnbaum-Saunders distributions
Standardized Partial Sums and Products of p-Values
Wide neural networks with bottlenecks are deep Gaussian processes
More efficient estimation for logistic regression with optimal subsamples
A nonparametric Bayesian prediction interval for a finite population mean
Power series whose coefficients form homogeneous random processes
Canonical representations and convergence criteria for processes with interchangeable increments
Anticoncentration and Berry-Esseen bounds for random tensors
Deep stable neural networks: large-width asymptotics and convergence rates
Geometry of sample spaces
When Composite Likelihood meets Stochastic Approximation
Pairwise stochastic approximation for confirmatory factor analysis of categorical data
Optimal subsampling for high-dimensional partially linear models via machine learning methods
Asymptotic results for penalized quasi-likelihood estimation in generalized linear mixed models
Risk-sensitive mean-field-type games with L^p-norm drifts

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