scientific article; zbMATH DE number 3858075

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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scientific article; zbMATH DE number 272681
Strong Gaussian approximation for cumulative processes
Strong limit theorems
Extensions of results of Komlós, Major, and Tusnády to the multivariate case
Strong approximation for set-indexed partial sum processes via KMT constructions III

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Testing for changes in polynomial regression
On the quantile process under progressive censoring
Truncated sequential change-point detection based on renewal counting processes. II
Testing for changes in the covariance structure of linear processes
Asymptotic results for the empirical process of stationary sequences
Gaussian approximation of the empirical process under random entropy conditions
Laws of the iterated logarithm for locally square integrable martingales
Extremes of space-time Gaussian processes
Transient nearest neighbor random walk and Bessel process
Simple random walk on the line in random environment
Approximation for Abel sums of independent, identically distributed random variables
Strong approximations of the quantile process of the product-limit estimator
Cramér-von Mises statistics based on the sample quantile function and estimated parameters
On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
Problèmes de prediction pour le processus de Wiener à deux paramétres
Efficient estimation of the reciprocal of the density quantile function at a point
How large must be the difference between local time and mesure du voisinage of Brownian motion?
Brownian motion and algorithm complexity
Bootstrapped confidence bands for percentile lifetime
Estimates for the probability of ruin starting with a large initial reserve
Exact convergence rates in strong approximation laws for large increments of partial sums
A useful estimate in the multidimensional invariance principle
Strong approximations of k-th records and k-th record times by Wiener processes
On the tail behaviour of quantile processes
Rate of convergence of transport processes with an application to stochastic differential equations
On goodness-of-fit and the bootstrap
Riesz means and self-neglecting functions
Nonparametric tests for the changepoint problem
A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution
On the optimality of strong approximation rates for compound renewal processes
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
Detecting change in a random sequence
A test of independence for the coordinates of bivariate censored data
Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
Rates of convergence for increments of Brownian motion
A note on strong approximations of multivariate empirical processes
Asymptotic properties of linear functions of order statistics
Asymptotics of conditional empirical processes
Invariance principles for changepoint problems
Central limit theorems for \(L_ p\)-norms of density estimators
Relative efficiencies of goodness of fit procedures for assessing univariate normality
Asymptotic properties for the sequential CUSUM procedure
Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic
Invariance principles for renewal processes when only moments of low order exist
Confidence bands for percentile residual lifetime under random censorship model
The likelihood ratio test for the change point problem for exponentially distributed random variables
Strong laws and limit theorems for local time of Markov processes
Extensions of results of Komlós, Major, and Tusnády to the multivariate case
Approximations of weighted empirical and quantile processes
On measures of uniformly distributed sequences and Benford's law
The asymptotic maximin property of chi-squared type tests based on the empirical process
Second order asymptotic relations of M-estimators and R-estimators in two-sample location model
On infinite series of independent Ornstein-Uhlenbeck processes
Rate of convergence in limit theorems for Brownian excursions
Short distances on the line
Normal approximation in regression
On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
The weak approximation of the empirical characteristic function process when parameters are estimated
Strong limit theorems
Rényi-type empirical processes
On the complete convergence for randomly indexed partial sums and the limit behaviour of a sequence of quantiles
Uniform strong estimation under \(\alpha\)-mixing, with rates
Long run proportional hazards models of random censorship
Strong approximation of additive functionals
Functional laws of the iterated logarithm for large increments of empirical and quantile processes
Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
How long does it take to see a flat Brownian path on the average?
The Darling-Erdős theorem for sums of i.i.d. random variables
The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
A Baum-Katz theorem for random variables under exponential moment conditions
Two different kinds of liminfs on the LIL for two-parameter Wiener processes
On the best approximation for bootstrapped empirical processes
On the large increments of fractional Brownian motion
Approximation of the Hill estimator process
Poisson and Gaussian approximation of weighted local empirical processes
A strong representation of the product-limit estimator for left truncated and right censored data
Limit theorems for quadratic forms with applications to Whittle's estimate
Resolvable block designs for factorial experiments.
A tail bootstrap procedure for estimating the tail Pareto-index
Almost sure invariance principles for mixing sequences of random variables
Local invariance principles and their application to density estimation
A self-normalized Erdős-Rényi type strong law of large numbers
Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
Limit laws for \(K\)-record times
Testing for change-points with rank and sign statistics
On the future infima of some transient processes
Almost-sure path properties of (2,d,)-superprocesses
Large finite population queueing systems: The single-server model
Joint approximation of processes based on spacings and order statistics
On the logarithmic average of additive functionals
Universal Gaussian approximations under random censorship
Self-normalized large deviations
Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
Locating the maximum of an empirical process
Between local and global logarithmic averages
Unified estimators of smooth quantile and quantile density functions
On using linear ordered rank statistics for detecting early differences between two distributions

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