Publication:4227575

From MaRDI portal


zbMath0918.60021MaRDI QIDQ4227575

Victor H. de la Peña, Evarist Giné M.

Publication date: 24 February 1999



62E20: Asymptotic distribution theory in statistics

60E15: Inequalities; stochastic orderings

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60G40: Stopping times; optimal stopping problems; gambling theory

60F17: Functional limit theorems; invariance principles

60J99: Markov processes

60-02: Research exposition (monographs, survey articles) pertaining to probability theory


Related Items

Moderate Deviations for I.I.D. Random Variables, The Dantzig selector and sparsity oracle inequalities, Pruitt's estimates in Banach space, Uniform limit theorems for wavelet density estimators, Moment inequalities for U-statistics, Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications, Asymptotic theory for curve-crossing analysis, The LIL for \(U\)-statistics in Hilbert spaces, Path and semimartingale properties of chaos processes, Uniform in bandwidth consistency of conditional \(U\)-statistics, A simple adaptive estimator of the integrated square of a density, Testing conditional independence via Rosenblatt transforms, The \(L_1\)-norm density estimator process, Moment inequalities for functions of independent random variables, Sectorial convergence of \(U\)-statistics, Recursive estimation of a drifted autoregressive parameter., Significance testing in nonparametric regression based on the bootstrap., Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift, Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws., Moderate deviation probabilities for open convex sets: nonlogarithmic behavior., Nonparametric regression with current status data, Kernel density estimators: convergence in distribution for weighted sup-norms, Weighted uniform consistency of kernel density estimators., Confidence bands in density estimation, Statistical properties of kernel principal component analysis, Laws of the iterated logarithm for the local U-statistic process, Ranking and empirical minimization of \(U\)-statistics, The LIL for canonical \(U\)-statistics, Optimal constants in the Rosenthal inequality for random variables with zero odd moments, Concentration inequalities and asymptotic results for ratio type empirical processes, Bandwidth selection for smooth backfitting in additive models, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, On Khintchine inequalities with a weight, Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals