| Publication | Date of Publication | Type |
|---|
Unbiased estimation of the Gini coefficient
Statistics & Probability Letters | 2025-04-07 | Paper |
Prediction and estimation of random variables with infinite mean or variance
Communications in Statistics. Theory and Methods | 2025-02-05 | Paper |
Kernel-based measures of association
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
| scientific article; zbMATH DE number 7786361 (Why is no real title available?) | 2024-01-10 | Paper |
The price of independence in a model with unknown dependence
Mathematical Social Sciences | 2023-07-13 | Paper |
On the bias and variance of odds ratio, relative risk and false discovery proportion
Communications in Statistics: Theory and Methods | 2022-09-14 | Paper |
A Dynamic Taylor’s law
Journal of Applied Probability | 2022-07-08 | Paper |
| Sharp Concentration Results for Heavy-Tailed Distributions | 2020-03-30 | Paper |
From Decoupling and Self-Normalization to Machine Learning
Notices of the American Mathematical Society | 2019-12-20 | Paper |
Taylor's law, via ratios, for some distributions with infinite mean
Journal of Applied Probability | 2018-09-26 | Paper |
From boundary crossing of non-random functions to boundary crossing of stochastic processes
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
| Inequalities and extremal problems in probability and statistics. Selected topics | 2016-11-17 | Paper |
On an approach to boundary crossing by stochastic processes
Stochastic Processes and their Applications | 2016-11-02 | Paper |
scientific article; zbMATH DE number 6193514 (Why is no real title available?)
(available as arXiv preprint) | 2013-07-31 | Paper |
Pseudo-maximization and self-normalized processes
Probability Surveys | 2010-06-29 | Paper |
Pseudo-maximization and self-normalized processes
Probability Surveys | 2010-06-29 | Paper |
An integral equation for the distribution of the first exit time of a reflected Brownian motion
The ANZIAM Journal | 2010-01-21 | Paper |
Theory and applications of multivariate self-normalized processes
Stochastic Processes and their Applications | 2009-12-16 | Paper |
Exponential inequalities for self-normalized processes with applications
Electronic Communications in Probability | 2009-11-20 | Paper |
Exponential inequalities for self-normalized processes with applications
Electronic Communications in Probability | 2009-11-20 | Paper |
Inverse problems for random walks on trees: network tomography
Statistics & Probability Letters | 2008-12-10 | Paper |
Hitting Time and Inverse Problems for Markov Chains
Journal of Applied Probability | 2008-11-13 | Paper |
Self-Normalized Processes
Probability and its Applications | 2008-10-06 | Paper |
Bounding the first passage time on an average
Statistics & Probability Letters | 2005-10-10 | Paper |
Option bounds
Journal of Applied Probability | 2004-10-25 | Paper |
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
The Annals of Probability | 2004-09-15 | Paper |
Diffusions, exit time moments and Weierstrass theorems
Proceedings of the American Mathematical Society | 2004-08-13 | Paper |
On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
The Annals of Probability | 2004-03-20 | Paper |
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree U-statistics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree U-statistics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
Decoupling and domination inequalities with application to Wald's identity for martingales
Statistics & Probability Letters | 2002-09-05 | Paper |
| scientific article; zbMATH DE number 1552475 (Why is no real title available?) | 2001-01-15 | Paper |
| scientific article; zbMATH DE number 1302131 (Why is no real title available?) | 1999-12-13 | Paper |
A general class of exponential inequalities for martingales and ratios
The Annals of Probability | 1999-11-09 | Paper |
| scientific article; zbMATH DE number 1222325 (Why is no real title available?) | 1999-03-02 | Paper |
| scientific article; zbMATH DE number 1254560 (Why is no real title available?) | 1999-02-24 | Paper |
| scientific article; zbMATH DE number 1149772 (Why is no real title available?) | 1999-02-02 | Paper |
Moments of randomly stopped U-statistics
The Annals of Probability | 1998-12-02 | Paper |
| scientific article; zbMATH DE number 1188963 (Why is no real title available?) | 1998-01-01 | Paper |
Exponential Burkholder Davis Gundy Inequalities
Bulletin of the London Mathematical Society | 1997-11-10 | Paper |
Contraction and decoupling inequalities for multilinear forms and \(U\)-statistics
The Annals of Probability | 1997-04-22 | Paper |
Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
Proceedings of the American Mathematical Society | 1997-02-19 | Paper |
Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1996-01-28 | Paper |
Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1996-01-28 | Paper |
Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
The Annals of Probability | 1995-11-29 | Paper |
Bounds on the tail probability of 𝑈-statistics and quadratic forms
Bulletin of the American Mathematical Society | 1995-09-20 | Paper |
Order-of-magnitude bounds for expectations involving quadratic forms
The Annals of Probability | 1995-04-04 | Paper |
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-09-20 | Paper |
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-09-20 | Paper |
| scientific article; zbMATH DE number 434649 (Why is no real title available?) | 1994-03-14 | Paper |
Wald's equation for a class of denormalized \(U\)-statistics
The Annals of Probability | 1993-10-11 | Paper |
Inequalities for tails of adapted processes with an application to Wald's lemma
Journal of Theoretical Probability | 1993-08-08 | Paper |
Decoupling and Khintchine's inequalities for \(U\)-statistics
The Annals of Probability | 1993-02-22 | Paper |
A note on second moment of a randomly stopped sum of independent variables
Statistics & Probability Letters | 1992-12-14 | Paper |
Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables
Proceedings of the American Mathematical Society | 1990-01-01 | Paper |
