David M. Mason

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A note on central limit theorems for trimmed subordinated subordinators
Progress in Probability
2024-03-07Paper
Self-standardized central limit theorems for trimmed Lévy processes
Journal of Theoretical Probability
2021-11-17Paper
Moderate deviations and intermediate efficiency for lack-of-fit tests
Statistics \& Risk Modeling
2021-08-05Paper
Darling-Erdős theorem for Lévy processes at zero
 
2020-10-16Paper
Uniform in bandwidth estimation of the gradient lines of a density
 
2020-06-21Paper
Compactness and continuity properties for a Lévy process at a two-sided exit time
Electronic Journal of Probability
2020-05-29Paper
An empirical process approach to the uniform consistency of kernel-type function estimators
Journal of Theoretical Probability
2019-08-22Paper
Matrix normalised stochastic compactness for a Lévy process at zero
Electronic Journal of Probability
2018-08-24Paper
Bahadur-Kiefer representations for time dependent quantile processes
Periodica Mathematica Hungarica
2018-04-27Paper
Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions
Journal of Theoretical Probability
2017-10-23Paper
An exponential inequality for a weighted approximation to the uniform empirical process with applications
State of the art in probability and statistics
2017-10-09Paper
A Refinement of the KMT Inequality for the Uniform Empirical Process
Selected Works of Willem van Zwet
2017-10-05Paper
A discussion of Willem van Zwet's probability papers
Selected Works of Willem van Zwet
2017-10-05Paper
A weighted approximation approach to the study of the empirical Wasserstein distance
High Dimensional Probability VII
2017-01-11Paper
scientific article; zbMATH DE number 6670731 (Why is no real title available?)
 
2017-01-05Paper
The Hurst phenomenon and the rescaled range statistic
Stochastic Processes and their Applications
2016-11-02Paper
Long signal change-point detection
Electronic Journal of Statistics
2016-09-07Paper
On the Breiman conjecture
Proceedings of the American Mathematical Society
2016-06-22Paper
On the estimation of the gradient lines of a density and the consistency of the mean-shift algorithm
Journal of Machine Learning Research (JMLR)
2016-06-06Paper
A general result on the uniform in bandwidth consistency of kernel-type function estimators
Test
2016-03-23Paper
Uniform in bandwidth consistency of kernel estimators of the density of mixed data
Electronic Journal of Statistics
2015-08-25Paper
Uniform in bandwidth limit laws for kernel distribution function estimators
Institute of Mathematical Statistics Collections
2015-07-30Paper
High-dimensional \(p\)-norms
Mathematical Statistics and Limit Theorems
2015-06-24Paper
Erratum to: ``A general result on the uniform in bandwidth consistency of kernel-type function estimators
Test
2015-06-15Paper
Matrix normalized convergence of a Lévy process to normality at zero
Stochastic Processes and their Applications
2015-04-28Paper
Laws of the iterated logarithm for self-normalised Lévy processes at zero
Transactions of the American Mathematical Society
2015-02-02Paper
The limit distribution of ratios of jumps and sums of jumps of subordinators
 
2015-01-15Paper
A characterization of small and large time limit laws for self-normalized Lévy processes
Springer Proceedings in Mathematics & Statistics
2013-09-25Paper
Erratum to: The asymptotic distribution of self-normalized triangular arrays
Journal of Theoretical Probability
2013-07-19Paper
A More General Maximal Bernstein-type Inequality
Progress in Probability
2013-07-18Paper
Quantile coupling inequalities and their applications
Probability Surveys
2013-05-10Paper
Randomly weighted self-normalized Lévy processes
Stochastic Processes and their Applications
2013-01-24Paper
Proving consistency of non-standard kernel estimators
Statistical Inference for Stochastic Processes
2012-07-31Paper
Stochastic compactness of Lévy processes
Institute of Mathematical Statistics Collections
2012-07-26Paper
The asymptotic distribution of randomly weighted sums and self-normalized sums
Electronic Journal of Probability
2012-06-22Paper
Uniform in bandwidth consistency of kernel estimators of the tail index
Extremes
2011-11-27Paper
A note on a maximal Bernstein inequality
Bernoulli
2011-09-14Paper
Asymptotic normality in density support estimation
Electronic Journal of Probability
2010-04-30Paper
Uniform bandwidth estimation of integral functionals of the density function
Scandinavian Journal of Statistics
2010-04-22Paper
Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
Transactions of the American Mathematical Society
2010-04-13Paper
Asymptotic normality of plug-in level set estimates
The Annals of Applied Probability
2009-07-17Paper
Uniform in bandwidth consistency of conditional \(U\)-statistics
Bernoulli
2009-03-02Paper
Convergence in distribution of Lévy processes at small times with self-normalization
 
2008-11-18Paper
Laws of the iterated logarithm for the local U-statistic process
Journal of Theoretical Probability
2007-10-12Paper
Revisiting two strong approximation results of Dudley and Philipp
High Dimensional Probability
2007-09-12Paper
On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
The Annals of Statistics
2007-09-04Paper
Cluster sets of self-normalized sums
Journal of Theoretical Probability
2007-02-14Paper
Some observations on the KMT dyadic scheme
Journal of Statistical Planning and Inference
2007-02-14Paper
Acknowledgment of priority: ``When does a randomly weighted self-normalized sum converge in distribution?
Electronic Communications in Probability
2006-11-03Paper
When does a randomly weighted self-normalized sum converge in distribution?
Electronic Communications in Probability
2006-11-03Paper
Uniform in bandwidth consistency of local polynomial regression function estimators
 
2006-01-23Paper
The asymptotic distribution of self-normalized triangular arrays
Journal of Theoretical Probability
2005-12-14Paper
Uniform in bandwidth consistency of kernel-type function estimators
The Annals of Statistics
2005-10-18Paper
General asymptotic confidence bands based on kernel-type function estimators
Statistical Inference for Stochastic Processes
2005-04-07Paper
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
Bernoulli
2005-02-21Paper
The Chow and Robbins Fixed Width Confidence Interval Procedure When the Second Moment Barely Does Not Exist
Sequential Analysis
2005-01-18Paper
A uniform functional law of the logarithm for the local empirical process.
The Annals of Probability
2004-09-15Paper
scientific article; zbMATH DE number 2078179 (Why is no real title available?)
 
2004-07-07Paper
scientific article; zbMATH DE number 2034519 (Why is no real title available?)
 
2004-01-28Paper
The \(L_1\)-norm density estimator process
The Annals of Probability
2003-09-09Paper
Extreme value behavior in the Hopfield model
The Annals of Applied Probability
2003-05-06Paper
Bootstrapping the Student \(t\)-statistic
The Annals of Probability
2003-05-06Paper
A study of serial ranks via random graphs
Bernoulli
2002-11-14Paper
An empirical process approach to the uniform consistency of kernel-type function estimators
Journal of Theoretical Probability
2002-10-23Paper
Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
Computational Statistics and Data Analysis
2002-07-24Paper
Small deviations for some multi-parameter Gaussian processes
Journal of Theoretical Probability
2002-03-25Paper
scientific article; zbMATH DE number 1552487 (Why is no real title available?)
 
2001-10-16Paper
Motoo's combinatorial central limit theorem for serial rank statistics
Journal of Statistical Planning and Inference
2001-10-03Paper
Nonlinear evolution of the elliptical instability: an example of inertial wave breakdown
Journal of Fluid Mechanics
2001-08-22Paper
When is the Student \(t\)-statistic asymptotically standard normal?
The Annals of Probability
2001-04-09Paper
scientific article; zbMATH DE number 1894360 (Why is no real title available?)
 
2001-01-01Paper
Weighted Approximations to Continuous Time Martingales with Applications
Scandinavian Journal of Statistics
2000-03-01Paper
On the LIL for self-normalized sums of IID random variables
Journal of Theoretical Probability
1999-08-31Paper
A general approach to Bahadur-Kiefer representations for \(M\)-estimators
Mathematical Methods of Statistics
1999-06-10Paper
scientific article; zbMATH DE number 1261197 (Why is no real title available?)
 
1999-03-14Paper
scientific article; zbMATH DE number 1149760 (Why is no real title available?)
 
1999-03-09Paper
On the smallest maximal increment of partial sums of i.i.d. random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1997-12-14Paper
Gaussian approximation of local empirical processes indexed by functions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1997-12-14Paper
Some universal results on the behavior of increments of partial sums
The Annals of Probability
1997-09-15Paper
scientific article; zbMATH DE number 434662 (Why is no real title available?)
 
1996-08-27Paper
A universal one-sided law of the iterated logarithm
The Annals of Probability
1996-05-20Paper
A universal Chung-type law of the iterated logarithm
The Annals of Probability
1996-05-20Paper
On the asymptotic normality of \(L_ p\)-norms of empirical functionals
Mathematical Methods of Statistics
1995-10-24Paper
Intermediate sums and stochastic compactness of maxima
Journal of Statistical Planning and Inference
1995-09-27Paper
Nonstandard local empirical processes indexed by sets
Journal of Statistical Planning and Inference
1995-09-27Paper
Functional laws of the iterated logarithm for local empirical processes indexed by sets
The Annals of Probability
1995-09-18Paper
On the fractal nature of empirical increments
The Annals of Probability
1995-09-17Paper
scientific article; zbMATH DE number 699471 (Why is no real title available?)
 
1994-12-07Paper
Extended large deviations
Journal of Theoretical Probability
1994-10-17Paper
The asymptotic distribution of intermediate sums
The Annals of Probability
1994-08-11Paper
Rates of clustering in Strassen's LIL for partial sum processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1994-06-06Paper
Bahadur–Kiefer Theorems for Uniform Spacings Processes
Theory of Probability & Its Applications
1993-09-22Paper
Some results on the influence of extremes on the bootstrap
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1993-05-16Paper
A rank statistics approach to the consistency of a general bootstrap
The Annals of Statistics
1993-04-01Paper
Necessary and sufficient conditions for asymptotic normality of \(L\)- statistics
The Annals of Probability
1993-02-22Paper
Functional laws of the iterated logarithm for the increments of empirical and quantile processes
The Annals of Probability
1993-01-17Paper
Correction to: A modified Kolmogorov-Smirnov test sensitive to tail alternatives
The Annals of Statistics
1992-09-27Paper
Generalized quantile processes
The Annals of Statistics
1992-09-27Paper
Non-standard rank tests
Lecture Notes in Statistics
1992-09-17Paper
scientific article; zbMATH DE number 37585 (Why is no real title available?)
 
1992-06-28Paper
Intermediate- and extreme-sum processes
Stochastic Processes and their Applications
1992-06-28Paper
Approximations to permutation and exchangeable processes
Journal of Theoretical Probability
1992-06-28Paper
scientific article; zbMATH DE number 28608 (Why is no real title available?)
 
1992-06-27Paper
scientific article; zbMATH DE number 16081 (Why is no real title available?)
 
1992-06-25Paper
The asymptotic distribution of extreme sums
The Annals of Probability
1992-06-25Paper
scientific article; zbMATH DE number 4203351 (Why is no real title available?)
 
1991-01-01Paper
scientific article; zbMATH DE number 4201258 (Why is no real title available?)
 
1991-01-01Paper
scientific article; zbMATH DE number 4211260 (Why is no real title available?)
 
1991-01-01Paper
A tail empirical process approach to some nonstandard laws of the iterated logarithm
Journal of Theoretical Probability
1991-01-01Paper
scientific article; zbMATH DE number 4199144 (Why is no real title available?)
 
1991-01-01Paper
On the asymptotic normality of self-normalized sums
Mathematical Proceedings of the Cambridge Philosophical Society
1991-01-01Paper
scientific article; zbMATH DE number 4190829 (Why is no real title available?)
 
1991-01-01Paper
scientific article; zbMATH DE number 4186747 (Why is no real title available?)
 
1990-01-01Paper
scientific article; zbMATH DE number 4192890 (Why is no real title available?)
 
1990-01-01Paper
scientific article; zbMATH DE number 4145128 (Why is no real title available?)
 
1990-01-01Paper
On the rate of convergence of sums of extremes to a stable law
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1990-01-01Paper
Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
The Annals of Probability
1990-01-01Paper
Bahadur-Kiefer-type processes
The Annals of Probability
1990-01-01Paper
Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
Journal of Statistical Planning and Inference
1990-01-01Paper
scientific article; zbMATH DE number 4211169 (Why is no real title available?)
 
1990-01-01Paper
Darling-Erdős theorems for martingales
Journal of Theoretical Probability
1989-01-01Paper
scientific article; zbMATH DE number 4153580 (Why is no real title available?)
 
1989-01-01Paper
scientific article; zbMATH DE number 4117654 (Why is no real title available?)
 
1989-01-01Paper
Bootstrapping empirical functions
The Annals of Statistics
1989-01-01Paper
An extended version of the Erdős-Rényi strong law of large numbers
The Annals of Probability
1989-01-01Paper
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1988-01-01Paper
Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents
International Statistical Review / Revue Internationale de Statistique
1988-01-01Paper
A strong invariance theorem for the tail empirical process
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
1988-01-01Paper
Strong limit theorems for weighted quantile processes
The Annals of Probability
1988-01-01Paper
Laws of the iterated logarithm in the tails for weighted uniform empirical processes
The Annals of Probability
1988-01-01Paper
scientific article; zbMATH DE number 4064246 (Why is no real title available?)
 
1988-01-01Paper
The asymptotic distribution of trimmed sums
The Annals of Probability
1988-01-01Paper
The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings
Journal of Multivariate Analysis
1988-01-01Paper
Almost sure convergence of the Hill estimator
Mathematical Proceedings of the Cambridge Philosophical Society
1988-01-01Paper
A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
Advances in Applied Mathematics
1988-01-01Paper
scientific article; zbMATH DE number 4076203 (Why is no real title available?)
 
1987-01-01Paper
scientific article; zbMATH DE number 4064155 (Why is no real title available?)
 
1987-01-01Paper
scientific article; zbMATH DE number 4186869 (Why is no real title available?)
 
1987-01-01Paper
scientific article; zbMATH DE number 4107845 (Why is no real title available?)
 
1987-01-01Paper
A law of the iterated logarithm for sums of extreme values from a distribution with a regularly varying upper tail
The Annals of Probability
1987-01-01Paper
A refinement of the KMT inequality for the uniform empirical process
The Annals of Probability
1987-01-01Paper
Cramér-von Mises statistics based on the sample quantile function and estimated parameters
Journal of Multivariate Analysis
1986-01-01Paper
scientific article; zbMATH DE number 4007348 (Why is no real title available?)
 
1986-01-01Paper
Weighted empirical and quantile processes
The Annals of Probability
1986-01-01Paper
What portion of the sample makes a partial sum asymptotically stable or normal?
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1986-01-01Paper
The asymptotic distribution of sums of extreme values from a regularly varying distribution
The Annals of Probability
1986-01-01Paper
Normal and stable convergence of integral functions of the empirical distribution function
The Annals of Probability
1986-01-01Paper
Laws of the iterated logarithm for sums of the middle portion of the sample
Mathematical Proceedings of the Cambridge Philosophical Society
1986-01-01Paper
Some Information Theoretic Saddlepoints
SIAM Journal on Control and Optimization
1985-01-01Paper
scientific article; zbMATH DE number 3932109 (Why is no real title available?)
 
1985-01-01Paper
Kernel estimates of the tail index of a distribution
The Annals of Statistics
1985-01-01Paper
Bounds for weighted multivariate empirical distribution functions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1985-01-01Paper
Central limit theorems for sums of extreme values
Mathematical Proceedings of the Cambridge Philosophical Society
1985-01-01Paper
On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
Stochastic Processes and their Applications
1985-01-01Paper
scientific article; zbMATH DE number 3951782 (Why is no real title available?)
 
1985-01-01Paper
Optimal goodness-of-fit tests for location-scale families of distributions based on the sum of squares of L-statistics
The Annals of Statistics
1985-01-01Paper
scientific article; zbMATH DE number 3917441 (Why is no real title available?)
 
1984-01-01Paper
A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
Journal of Multivariate Analysis
1984-01-01Paper
A strong limit theorem for the oscillation modulus of the uniform empirical quantile process
Stochastic Processes and their Applications
1984-01-01Paper
Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\)
The Annals of Probability
1984-01-01Paper
A minimax criterion for choosing weight functions for L-estimates of location
The Annals of Statistics
1983-01-01Paper
Strong limit theorems for oscillation moduli of the uniform empirical process
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1983-01-01Paper
A modified Kolmogorov-Smirnov test sensitive to tail alternatives
The Annals of Statistics
1983-01-01Paper
scientific article; zbMATH DE number 3856211 (Why is no real title available?)
 
1983-01-01Paper
The asymptotic distribution of weighted empirical distribution functions
Stochastic Processes and their Applications
1983-01-01Paper
Some characterizations of strong laws for linear functions of order statistics
The Annals of Probability
1982-01-01Paper
Laws of large numbers for sums of extreme values
The Annals of Probability
1982-01-01Paper
Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1982-01-01Paper
On the use of a statistic based on sequential ranks to prove limit theorems for simple linear rank statistics
The Annals of Statistics
1981-01-01Paper
Asymptotic normality of linear combinations of order statistics with a smooth score function
The Annals of Statistics
1981-01-01Paper
Bounds for weighted empirical distribution functions
The Annals of Probability
1981-01-01Paper


Research outcomes over time


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