Miguel A. Arcones

Available identifiers

zbMath Open arcones.miguel-aMaRDI QIDQ207084

List of research outcomes

Publication	Date of Publication	Type
Asymptotic distribution of the most powerful invariant test for invariant families	2012-07-26	Paper
Two tests for multivariate normality based on the characteristic function	2009-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q3497659	2009-07-27	Paper
Minimax estimators of the coverage probability of the impermissible error for a location family	2008-05-05	Paper
Empirical depth processes	2008-03-06	Paper
On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality	2007-09-12	Paper
Large deviations for M-estimators	2006-09-12	Paper
Some new tests for normality based on U-processes	2006-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q5314853	2005-09-05	Paper
Convergence of the optimal M-estimator over a parametric family of M-estimators	2005-09-01	Paper
The large deviation principle for certain series	2005-04-26	Paper
The Large Deviation Principle for Stochastic Processes. Part I	2004-12-16	Paper
The Large Deviation Principle for Stochastic Processes. II	2004-12-16	Paper
On the asymptotic accuracy of the bootstrap under arbitrary resampling size	2004-10-05	Paper
Distributional limit theorems over a stationary Gaussian sequence of random vectors.	2004-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q4473012	2004-07-07	Paper
Nonparametric Estimation of a Distribution Subject to a Stochastic Precedence Constraint	2004-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q4410082	2004-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4445179	2004-01-28	Paper
Asymptotic distribution of regression M-estimators	2003-08-07	Paper
Moderate deviations for \(M\)-estimators	2003-05-18	Paper
On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint.	2002-11-14	Paper
Large and moderate deviations of empirical processes with nonstandard rates	2002-09-05	Paper
M-estimators converging to a stable limit	2002-03-26	Paper
Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp	2001-02-27	Paper
The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables	2001-01-04	Paper
Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions	2000-03-01	Paper
Second order representations of the least absolute deviation regression estimator	2000-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q4263955	2000-01-04	Paper
The law of the iterated logarithm over a stationary Gaussian sequence of random vectors	1999-11-23	Paper
Lp–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density	1999-11-23	Paper
A remark on approximate \(M\)-estimators	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	1999-07-08	Paper
A general approach to Bahadur-Kiefer representations for \(M\)-estimators	1999-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q4387134	1998-12-02	Paper
Weak convergence of convex stochastic processes	1998-10-11	Paper
The law of large numbers for \(U\)-statistics under absolute regularity	1998-07-05	Paper
The Bahadur-Kiefer representation of the two dimensional spatial medians	1998-06-11	Paper
The law of the iterated logarithm for a triangular array of empirical processes	1998-03-08	Paper
The Bahadur-Kiefer representation for \(U\)-quantiles	1996-12-01	Paper
Weak convergence of stochastic processes indexed by smooth functions	1996-11-07	Paper
https://portal.mardi4nfdi.de/entity/Q4884160	1996-07-08	Paper
Some remarks on the uniform weak convergence of stochastic processes	1996-07-02	Paper
Asymptotic normality of multivariate trimmed means	1996-06-06	Paper
The asymptotic accuracy of the bootstrap of \(U\)-quantiles	1996-06-05	Paper
https://portal.mardi4nfdi.de/entity/Q4869547	1996-04-22	Paper
Some strong limit theorems for M-estimators	1996-04-21	Paper
On the central limit theorem for \(U\)-statistics under absolute regularity	1996-04-08	Paper
On the law of the iterated logarithm for canonical \(U\)-statistics and processes	1996-01-15	Paper
Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors	1995-12-20	Paper
On the law of the iterated logarithm for Gaussian processes	1995-10-31	Paper
A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes	1995-08-21	Paper
The law of the iterated logarithm for empirical processes under absolute regularity	1995-05-23	Paper
The central limit theorem for \(U\)-processes indexed by Hölder's functions	1995-03-15	Paper
Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics	1995-02-28	Paper
Distributional convergence of M-estimators under unusual rates	1995-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q4315070	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	1994-11-08	Paper
Limit theorems for \(U\)-processes	1994-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q3139505	1994-04-26	Paper
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences	1994-03-10	Paper
The law of the iterated logarithm for \(U\)-processes	1993-12-06	Paper
On decoupling, series expansions, and tail behavior of chaos processes	1993-05-16	Paper
On the arg max of a Gaussian process	1993-02-22	Paper
Large deviations for \(U\)-statistics	1993-01-17	Paper
On the bootstrap of \(U\) and \(V\) statistics	1992-09-27	Paper
Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size	1992-06-28	Paper
Some bootstrap tests of symmetry for univariate continuous distributions	1992-06-26	Paper
The bootstrap of the mean with arbitrary bootstrap sample size	1989-01-01	Paper

Research outcomes over time

This page was built for person: Miguel A. Arcones