scientific article; zbMATH DE number 1552476
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Publication:4524732
zbMATH Open0969.60024arXivmath/0003228MaRDI QIDQ4524732FDOQ4524732
Authors: Rafał Latała, Joel Zinn, Evarist Giné 
Publication date: 19 March 2001
Full work available at URL: https://arxiv.org/abs/math/0003228
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- A simple adaptive estimator of the integrated square of a density
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- Local laws for non-Hermitian random matrices and their products
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- Optimal estimation of variance in nonparametric regression with random design
- A few remarks on the operator norm of random Toeplitz matrices
- A Kolmogorov inequality for \(U\)-statistics based on Bernoulli kernels
- Adaptive goodness-of-fit tests in a density model
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- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- Adaptive goodness-of-fit testing from indirect observations
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- Exact Rosenthal-type inequalities for \(p=3\), and related results
- Adaptive estimation of a quadratic functional of a density by model selection
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- Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization
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- A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations
- Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- An exponential inequality for \(U\)-statistics of i.i.d. data
- Random geometric graph: some recent developments and perspectives
- On least squares estimation under heteroscedastic and heavy-tailed errors
- Uniform convergence rates for wavelet curve estimation in sup-norm loss
- Boundary adaptive local polynomial conditional density estimators
- From graph cuts to isoperimetric inequalities: convergence rates of Cheeger cuts on data clouds
- Adaptive estimation in the supremum norm for semiparametric mixtures of regressions
- Some moment and exponential inequalities for \(V\)-statistics with bounded kernels
- Post-regularization inference for time-varying nonparanormal graphical models
- Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains
- Moderate deviation principle of modularity in network
- Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments
- Entropy and concentration
- Exponential inequalities for dependent V-statistics via random Fourier features
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