| Publication | Date of Publication | Type |
|---|
Asymptotic distribution of the most powerful invariant test for invariant families
Institute of Mathematical Statistics Collections | 2012-07-26 | Paper |
Two tests for multivariate normality based on the characteristic function
Mathematical Methods of Statistics | 2009-10-13 | Paper |
| Some new normality tests for the error of a linear regression model | 2009-07-27 | Paper |
Minimax estimators of the coverage probability of the impermissible error for a location family
Statistics & Decisions | 2008-05-05 | Paper |
Empirical depth processes
Test | 2008-03-06 | Paper |
On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality
High Dimensional Probability | 2007-09-12 | Paper |
Large deviations for M-estimators
Annals of the Institute of Statistical Mathematics | 2006-09-12 | Paper |
Some new tests for normality based on U-processes
Statistics & Probability Letters | 2006-04-28 | Paper |
| scientific article; zbMATH DE number 2202782 (Why is no real title available?) | 2005-09-05 | Paper |
Convergence of the optimal M-estimator over a parametric family of M-estimators
Test | 2005-09-01 | Paper |
The large deviation principle for certain series
ESAIM: Probability and Statistics | 2005-04-26 | Paper |
The large deviation principle for certain series
ESAIM: Probability and Statistics | 2005-04-26 | Paper |
The Large Deviation Principle for Stochastic Processes. Part I
Theory of Probability & Its Applications | 2004-12-16 | Paper |
The Large Deviation Principle for Stochastic Processes. II
Theory of Probability & Its Applications | 2004-12-16 | Paper |
On the asymptotic accuracy of the bootstrap under arbitrary resampling size
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
Distributional limit theorems over a stationary Gaussian sequence of random vectors.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 2078183 (Why is no real title available?) | 2004-07-07 | Paper |
Nonparametric Estimation of a Distribution Subject to a Stochastic Precedence Constraint
Journal of the American Statistical Association | 2004-06-10 | Paper |
| scientific article; zbMATH DE number 1944034 (Why is no real title available?) | 2004-02-08 | Paper |
| scientific article; zbMATH DE number 2034516 (Why is no real title available?) | 2004-01-28 | Paper |
Asymptotic distribution of regression M-estimators
Journal of Statistical Planning and Inference | 2003-08-07 | Paper |
Moderate deviations for \(M\)-estimators
Test | 2003-05-18 | Paper |
On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint.
The Annals of Statistics | 2002-11-14 | Paper |
Large and moderate deviations of empirical processes with nonstandard rates
Statistics & Probability Letters | 2002-09-05 | Paper |
M-estimators converging to a stable limit
Journal of Multivariate Analysis | 2002-03-26 | Paper |
Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
Journal of Statistical Planning and Inference | 2001-02-27 | Paper |
The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables
Statistics & Probability Letters | 2001-01-04 | Paper |
Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Second order representations of the least absolute deviation regression estimator
Annals of the Institute of Statistical Mathematics | 2000-01-11 | Paper |
| scientific article; zbMATH DE number 1342357 (Why is no real title available?) | 2000-01-04 | Paper |
Lp–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
Scandinavian Journal of Statistics | 1999-11-23 | Paper |
The law of the iterated logarithm over a stationary Gaussian sequence of random vectors
Journal of Theoretical Probability | 1999-11-23 | Paper |
A remark on approximate \(M\)-estimators
Statistics & Probability Letters | 1999-09-21 | Paper |
Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions
Electronic Journal of Probability | 1999-07-08 | Paper |
Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions
Electronic Journal of Probability | 1999-07-08 | Paper |
A general approach to Bahadur-Kiefer representations for \(M\)-estimators
Mathematical Methods of Statistics | 1999-06-10 | Paper |
| scientific article; zbMATH DE number 1149756 (Why is no real title available?) | 1998-12-02 | Paper |
Weak convergence of convex stochastic processes
Statistics & Probability Letters | 1998-10-11 | Paper |
The law of large numbers for \(U\)-statistics under absolute regularity
Electronic Communications in Probability | 1998-07-05 | Paper |
The law of large numbers for \(U\)-statistics under absolute regularity
Electronic Communications in Probability | 1998-07-05 | Paper |
The Bahadur-Kiefer representation of the two dimensional spatial medians
Annals of the Institute of Statistical Mathematics | 1998-06-11 | Paper |
The law of the iterated logarithm for a triangular array of empirical processes
Electronic Journal of Probability | 1998-03-08 | Paper |
The law of the iterated logarithm for a triangular array of empirical processes
Electronic Journal of Probability | 1998-03-08 | Paper |
The Bahadur-Kiefer representation for \(U\)-quantiles
The Annals of Statistics | 1996-12-01 | Paper |
Weak convergence of stochastic processes indexed by smooth functions
Stochastic Processes and their Applications | 1996-11-07 | Paper |
| scientific article; zbMATH DE number 898380 (Why is no real title available?) | 1996-07-08 | Paper |
Some remarks on the uniform weak convergence of stochastic processes
Statistics & Probability Letters | 1996-07-02 | Paper |
Asymptotic normality of multivariate trimmed means
Statistics & Probability Letters | 1996-06-06 | Paper |
The asymptotic accuracy of the bootstrap of \(U\)-quantiles
The Annals of Statistics | 1996-06-05 | Paper |
| scientific article; zbMATH DE number 854575 (Why is no real title available?) | 1996-04-22 | Paper |
Some strong limit theorems for M-estimators
Stochastic Processes and their Applications | 1996-04-21 | Paper |
On the central limit theorem for \(U\)-statistics under absolute regularity
Statistics & Probability Letters | 1996-04-08 | Paper |
On the law of the iterated logarithm for canonical \(U\)-statistics and processes
Stochastic Processes and their Applications | 1996-01-15 | Paper |
Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
The Annals of Probability | 1995-12-20 | Paper |
On the law of the iterated logarithm for Gaussian processes
Journal of Theoretical Probability | 1995-10-31 | Paper |
A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
Statistics & Probability Letters | 1995-08-21 | Paper |
The law of the iterated logarithm for empirical processes under absolute regularity
Journal of Theoretical Probability | 1995-05-23 | Paper |
The central limit theorem for \(U\)-processes indexed by Hölder's functions
Statistics & Probability Letters | 1995-03-15 | Paper |
Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
Journal of Theoretical Probability | 1995-02-28 | Paper |
Distributional convergence of M-estimators under unusual rates
Statistics & Probability Letters | 1995-01-09 | Paper |
| scientific article; zbMATH DE number 699490 (Why is no real title available?) | 1994-12-07 | Paper |
\(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
Stochastic Processes and their Applications | 1994-11-08 | Paper |
Limit theorems for \(U\)-processes
The Annals of Probability | 1994-05-25 | Paper |
| scientific article; zbMATH DE number 434671 (Why is no real title available?) | 1994-04-26 | Paper |
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
Journal of Theoretical Probability | 1994-03-10 | Paper |
The law of the iterated logarithm for \(U\)-processes
Journal of Multivariate Analysis | 1993-12-06 | Paper |
On decoupling, series expansions, and tail behavior of chaos processes
Journal of Theoretical Probability | 1993-05-16 | Paper |
On the arg max of a Gaussian process
Statistics & Probability Letters | 1993-02-22 | Paper |
Large deviations for \(U\)-statistics
Journal of Multivariate Analysis | 1993-01-17 | Paper |
On the bootstrap of \(U\) and \(V\) statistics
The Annals of Statistics | 1992-09-27 | Paper |
Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-28 | Paper |
Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1992-06-28 | Paper |
Some bootstrap tests of symmetry for univariate continuous distributions
The Annals of Statistics | 1992-06-26 | Paper |
The bootstrap of the mean with arbitrary bootstrap sample size
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
The bootstrap of the mean with arbitrary bootstrap sample size
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1989-01-01 | Paper |
