scientific article; zbMATH DE number 1254560
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Publication:4227575
\(U\)-processes\(U\)-statisticsdecoupling inequalitiesmartingalesrandomly stopped sumssums of independent random vectorstangent sequences
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Markov processes (60J99) Asymptotic distribution theory in statistics (62E20)
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- A simple adaptive estimator of the integrated square of a density
- Testing conditional independence via Rosenblatt transforms
- A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
- The \(L_1\)-norm density estimator process
- Learning without concentration for general loss functions
- Detecting Markov random fields hidden in white noise
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- 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.
- Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
- Contraction and decoupling inequalities for multilinear forms and \(U\)-statistics
- Maximal inequalities for additive processes
- A uniform central limit theorem and efficiency for deconvolution estimators
- Presmoothing the Aalen-Johansen estimator in the illness-death model
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces
- On polynomial time methods for exact low-rank tensor completion
- On decoupling in Banach spaces
- Multiplier \(U\)-processes: sharp bounds and applications
- Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- On least squares estimation under heteroscedastic and heavy-tailed errors
- Discrepancy-based theory and algorithms for forecasting non-stationary time series
- Complex phase retrieval from subgaussian measurements
- Sequential complexities and uniform martingale laws of large numbers
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
- Robust modifications of U-statistics and applications to covariance estimation problems
- Moment inequalities for matrix-valued U-statistics of order 2
- Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
- Inference on covariance operators via concentration inequalities: \(k\)-sample tests, classification, and clustering via Rademacher complexities
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
- Generalization bounds for non-stationary mixing processes
- Confidence bands in density estimation
- Statistical properties of kernel principal component analysis
- Laws of the iterated logarithm for the local U-statistic process
- Sparse Hanson-Wright inequalities for subgaussian quadratic forms
- Ranking and empirical minimization of \(U\)-statistics
- The LIL for canonical \(U\)-statistics
- Cluster sets for partial sums and partial sum processes
- Factoring multi-sublinear maps
- 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
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains
- Performance of empirical risk minimization in linear aggregation
- On the optimal estimation of probability measures in weak and strong topologies
- The accuracy of strong Gaussian approximation for sums of independent random vectors
- On Khintchine inequalities with a weight
- Hausdorff-Young-type inequalities for vector-valued Dirichlet series
- Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals
- Low rank estimation of smooth kernels on graphs
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach
- Covariance estimation for distributions with \({2+\varepsilon}\) moments
- A central limit theorem for projections of the cube
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- Critical Brownian sheet does not have double points
- Moderate Deviations for I.I.D. Random Variables
- Limit theorems for von Mises statistics of a measure preserving transformation
- \(U\)-statistics of Ornstein-Uhlenbeck branching particle system
- On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance
- On the law of large numbers for martingales
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- A multiplex interdependent durations model
- On the geometry of polytopes generated by heavy-tailed random vectors
- On the geometry of random polytopes
- Exact Recovery of Multichannel Sparse Blind Deconvolution via Gradient Descent
- Discrepancy, chaining and subgaussian processes
- From boundary crossing of non-random functions to boundary crossing of stochastic processes
- Multiple spectral kernel learning and a Gaussian complexity computation
- Guaranteed Classification via Regularized Similarity Learning
- Refined Rademacher chaos complexity bounds with applications to the multikernel learning problem
- Higher order concentration of measure
- Short-term memory capacity in networks via the restricted isometry property
- U-Processes and Preference Learning
- Exploring the toolkit of Jean Bourgain
- Quenched limit theorems for Fourier transforms and periodogram
- The Dantzig selector and sparsity oracle inequalities
- The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
- Pruitt's estimates in Banach space
- Invariance principles for linear processes with application to isotonic regression
- Minimum information dependence modeling
- Shrinkage estimation of higher-order Bochner integrals
- Convergence of \(U\)-statistics for interacting particle systems
- Pattern-based tests for two-dimensional copulas
- Partial estimation of covariance matrices
- Uniform limit theorems for wavelet density estimators
- Moment inequalities for U-statistics
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