Michael J. Klass

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Person:335660

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zbMath Open klass.michael-jMaRDI QIDQ335660

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q61463562024-01-10Paper
The price of independence in a model with unknown dependence2023-07-13Paper
Divergence criterion for a class of random series related to the partial sums of I.I.D. random variables2022-09-29Paper
On the bias and variance of odds ratio, relative risk and false discovery proportion2022-09-14Paper
An \(\ell^\infty\) asymptotically nearly minimax goodness of fit test2022-06-20Paper
Uniform bounds on the relative error in the approximation of upper quantiles for sums of arbitrary independent random variables2017-01-10Paper
Sequential search algorithm for estimation of the number of members of a given population2016-12-15Paper
On an approach to boundary crossing by stochastic processes2016-11-02Paper
Maximal inequalities for additive processes2013-01-11Paper
Uniformly accurate quantile bounds for sums of arbitrary independent random variables2011-01-07Paper
House-Hunting Without Second Moments2010-10-01Paper
On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint2010-09-21Paper
Pseudo-maximization and self-normalized processes2010-06-29Paper
Theory and applications of multivariate self-normalized processes2009-12-16Paper
A denormalized \(U\)-statistic which cannot be decoupled from some associated stopping times2009-07-15Paper
Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case2007-11-23Paper
The Grossman and Zhou investment strategy is not always optimal2005-09-29Paper
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.2004-09-15Paper
An optimal bound on the tail distribution of the number of recurrences of an event in product spaces2003-08-14Paper
A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics.2003-05-06Paper
An improvement of Hoffmann-Jørgensen's inequality.2003-05-06Paper
The almost sure number of pairwise sums for certain random integer subsets considered by P. Erdős2002-01-15Paper
https://portal.mardi4nfdi.de/entity/Q45247312001-01-15Paper
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of generalized random bilinear forms2000-03-13Paper
Optimal upper and lower bounds for the upper tails of compound Poisson processes1999-08-23Paper
A series criterion for the almost-sure growth rate of the generalized diameter of an increasing sequence of random points1999-04-13Paper
Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics1998-09-20Paper
Some best possible prophet inequalities for convex functions of sums of independent variates and unordered martingale difference sequences1998-01-07Paper
Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound1997-10-26Paper
On the Studentisation of random vectors1996-07-15Paper
On the almost sure minimal growth rate of partial sum maxima1996-02-01Paper
Uniform local probability approximations: Improvements on Berry-Esseen1996-01-25Paper
Order-of-magnitude bounds for expectations involving quadratic forms1995-04-04Paper
https://portal.mardi4nfdi.de/entity/Q31394841994-08-11Paper
Which i.i.d. sums are recurrently dominated by their maximal terms?1993-12-15Paper
Ratio prophet inequalities for convex functions of partial sums1993-12-15Paper
Limit laws for Brownian motion conditioned to reach a high level1993-05-24Paper
A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees1992-06-25Paper
Uniform lower bounds for randomly stopped Banach space valued random sums1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34809991990-01-01Paper
Maximizing \(E\max _{1\leq k\leq n}S^+_ k/ES^+_ n:\) A prophet inequality for sums of i.i.d. mean zero variates1989-01-01Paper
A best possible improvement of Wald's equation1988-01-01Paper
The central limit theorem for exchangeable random variables without moments1987-01-01Paper
On the number of crossings of empirical distribution functions1986-01-01Paper
An Interpretation of the Finite Mean LIL Norming Constants1985-01-01Paper
The Robbins-Siegmund series criterion for partial maxima1985-01-01Paper
Affine normability of partial sums of I.I.D. random vectors: A characterization1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36925321985-01-01Paper
The finite mean LIL bounds are sharp1984-01-01Paper
On the limiting behavior of normed sums of independent random variables1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36783861984-01-01Paper
The minimal growth rate of partial maxima1984-01-01Paper
Pointwise translation of the Radon transform and the general central limit problem1983-01-01Paper
On the maximum of a random walk with small negative drift1983-01-01Paper
The multidimensional central limit theorem for arrays normed by affine transformations1981-01-01Paper
A method of approximating expectations of functions of sums of independent random variables1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39037611981-01-01Paper
Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39068221980-01-01Paper
Precision bounds for the relative error in the approximation of \(E|S_n|\) and extensions1980-01-01Paper
On stopping rules and the expected supremum of \(S_n/T_n\)1978-01-01Paper
On stopping rules and the expected supremum of \(S_n/T_n\)1978-01-01Paper
Iterated logarithm laws for asymmetric random variables barely with or without finite mean1977-01-01Paper
Toward a universal law of the iterated logarithm, Part II1977-01-01Paper
Sample-continuity of square-integrable processes1977-01-01Paper
Toward a universal law of the iterated logarithm1976-01-01Paper
A generalization of Burnside's combinatorial lemma1976-01-01Paper
Design Criteria for Noncoherent Gaussian Channels with MFSK Signaling and Coding1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41255371975-01-01Paper
On stopping rules and the expected supremum of \(S_n/a_n\) and \(| S_n|/a_n\)1974-01-01Paper
Maximum Antichains: A Sufficient Condition1974-01-01Paper
Properties of optimal extended-valued stopping rules for S\(_n\)/n1973-01-01Paper
A Representation of Independent Increment Processes without Gaussian Components1972-01-01Paper

Research outcomes over time

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