Convergence of stochastic processes

zbMath0544.60045MaRDI QIDQ5896394

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Publication date: 1984

Published in: Springer Series in Statistics (Search for Journal in Brave)

zbMATH Keywords

couplingUniform convergenceempirical measurescadlag functionsempirical process theoryConvergence in distributionCentral limit theorems

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) General theory of stochastic processes (60G07) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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kernel Hilbert space, Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach, Dynamical models for random simplicial complexes, Principal component analysis of infinite variance functional data, Empirical spectral processes for stationary state space models, Testing for parameter instability and structural change in persistent predictive regressions, Bernstein-von Mises theorem for the Pitman-Yor process of nonnegative type, Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process, Bootstrap based goodness-of-fit-tests, Asymptotic normality of the \(L_k\)-error of the Grenander estimator, A survey of randomized algorithms for control synthesis and performance verification, On nonparametric classification with missing covariates, Robust estimates in generalized partially linear models, Estimates of covering numbers of convex sets with slowly decaying orthogonal subsets, Nonparametric estimation of an additive model with a link function, Kernel dimension reduction in regression, Minimum distance from independence estimation of nonseparable instrumental variables models, \(L_{p}\)-norm Sauer-Shelah lemma for margin multi-category classifiers, Quadratic forms of the empirical processes for the two-sample problem for functional data, On functional central limit theorems of Bayesian nonparametric priors, Bootstrapping the GMM overidentification test under first-order underidentification, Model-free feature screening via a modified composite quantile correlation, High-dimensional general linear hypothesis testing under heteroscedasticity, On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees, Robust estimation of parameters in nonlinear ordinary differential equation models, Consistency of spectral clustering, Properties of convergence of a fuzzy set estimator of the density function, The limit process of the difference between the empirical distribution function and its concave majorant, Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions, A test for stationarity based on empirical processes, Weighted empirical processes in the nonparametric inference for Lévy processes, Learning bounds via sample width for classifiers on finite metric spaces, Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics, Weighted KS statistics for inference on conditional moment inequalities, On the uniform convergence of empirical norms and inner products, with application to causal inference, Nonlinear measurement error models subject to additive distortion, Pseudorandom numbers and entropy conditions, Discrepancy with respect to convex polygons, Gibbs and autoregressive Markov processes, Mixing limit theorems for ergodic transformations, Functional limit theorems for Lévy processes and their almost-sure versions, Local asymptotic normality in quantum statistics, Consistency of cross validation for comparing regression procedures, Aspects of discrete mathematics and probability in the theory of machine learning, Tie the straps: uniform bootstrap confidence bands for semiparametric additive models, Wavelet estimation in heteroscedastic model under censored samples, A nonparametric regression cross spectrum for multivariate time series, Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors, Approximating the Reed-Frost epidemic process, A semiparametric density estimator based on elliptical distributions, Application of sequential interval estimation to adaptive mastery testing, Kernel estimation of density level sets, Blockwise bootstrap testing for stationarity, On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation, The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process, The instability of instability of centered distributions, A critique of distributional analysis in the spatial model, Approximation of the yolk by the LP yolk, Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions, Nonparametric nonlinear regression using polynomial and neural approximators: a numerical comparison, Concentration inequalities and asymptotic results for ratio type empirical processes, Adapting to unknown sparsity by controlling the false discovery rate, Product-limit estimators of the survival function with twice censored data, Checking the adequacy of a general linear model with responses missing at random, On probabilistic results for the discrepancy of a hybrid-Monte Carlo sequence, Plug-in marginal estimation under a general regression model with missing responses and covariates, Learning theory: stability is sufficient for generalization and necessary and sufficient for consistency of empirical risk minimization, Nonparametric regression with additional measurement errors in the dependent variable, Asymptotic behaviour of truncated projection density estimators., Consistency of Bayes estimators of a binary regression function, Convergence of algorithms for reconstructing convex bodies and directional measures, Least trimmed squares in nonlinear regression under dependence, Nonasymptotic bounds on the \(L_{2}\) error of neural network regression estimates, Efficient robust estimation of parameter in the random censorship model, Convergence rates of MLE in a partly linear model, Semiconvergence in distribution of random closed sets with application to random optimization problems, Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs, Tail bounds for the supremums of empirical processes over unbounded classes of functions, Statistical inference for autoregressive models under heteroscedasticity of unknown form, On empirical likelihood statistical functions, Semiparametric estimation for the non-mixture cure model in case-cohort and nested case-control studies, Estimation of the additive hazards model with case \(K\) interval-censored failure time data in the presence of informative censoring, On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions, On rank estimators in increasing dimensions, On time-varying factor models: estimation and testing, Neural random forests, Error density estimation in high-dimensional sparse linear model, Risk forecasting in the context of time series, Estimation for double-nonlinear cointegration, An inverse problem for infinitely divisible moving average random fields, A feasible high dimensional randomization test for the mean vector, Nonparametric estimation of the ROC curve based on the Bernstein polynomial, Combining statistical intervals and market prices: the worst case state price distribution, Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models, A conversation with Piet Groeneboom, Bootstrapping the empirical distribution of a stationary process with change-point, The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model, Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences, Weak convergence of the weighted sequential empirical process of some long-range dependent data, On the bootstrap for Moran's \(I\) test for spatial dependence, Bayesian regression with nonparametric heteroskedasticity, The effect of splitting on random forests, Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis, Semiparametric estimation with missing covariates, Testing regression models with selection-biased data, Extremum estimation and numerical derivatives, Specification and structural break tests for additive models with applications to realized variance data, Trimmed and Winsorized transformed means based on a scaled deviation, Generalized empirical likelihood testing in semiparametric conditional moment restrictions models, On Statistical Properties of Sets Fulfilling Rolling-Type Conditions, Inference on endogenously censored regression models using conditional moment inequalities, Unit root quantile autoregression testing using covariates, Multiscale adaptive inference on conditional moment inequalities, Comparing Conditional Quantile Curves, Estimating the Conditional Error Distribution in Non-parametric Regression, Some new tests for multivariate normality, Asymptotically efficient parameter estimation using quantized output observations, Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources, On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables, Nonparametric curve estimation with missing data: a general empirical process approach, Moment measures of mixed empirical random point processes and marked point processes in compact metric spaces. I, Limit theory for autoregressive-parameter estimates in an infinite-variance random walk, Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model, Unit root bootstrap tests under infinite variance, Local Dvoretzky-Kiefer-Wolfowitz confidence bands, Parameter Estimation for the Discrete Stable Family, Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection, Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand, Learning half-spaces on general infinite spaces equipped with a distance function, On the Proximity of a Probability to a Capacity Functional: Proximity Functions, Semiparametric estimation of the high-dimensional elliptical distribution, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain, On the consistency of mode estimate for spatially dependent data, Trimmed and winsorized standard deviations based on a scaled deviation, Generic consistency of the break-point estimators under specification errors in a multiple-break model, Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models, Asymptotic normality of convergent estimates of conditional quantiles, Testing for random effects in panel models with spatially correlated disturbances, Generalized nonparametric test procedures for comparing multiple cause-specific hazard rates, TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS, Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns, Transformations in hazard rate estimation, UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES, GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS, Uniform in Bandwidth Estimation of Integral Functionals of the Density Function, Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals, MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS, Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions, Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields, A wavelet method for unfolding sphere size distributions, Asymptotic properties of the spectral test, diaphony, and related quantities, On the mathematical foundations of learning, On Deconvolution as a First Stage Nonparametric Estimator, Cointegrating Regressions with Time Heterogeneity, Limit Theory for Random Coefficient First-Order Autoregressive Process, On combining machine learning with decision making, Robust estimation and inference for heavy tailed GARCH, Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions, Weak convergence to the Student and Laplace distributions, Classes of Functions Related to VC Properties, On Martingale Extensions of Vapnik–Chervonenkis Theory with Applications to Online Learning, Measuring the Capacity of Sets of Functions in the Analysis of ERM, Unnamed Item, Unnamed Item, Lévy Processes with Two-Sided Reflection, Theory of Classification: a Survey of Some Recent Advances, Sequential Analysis of Longitudinal Data in a Prospective Nested Case-Control Study, Non-parametric Tests for Recurrent Events under Competing Risks, APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS, GEL METHODS FOR NONSMOOTH MOMENT INDICATORS, M-Estimator of a Generalized Linear Model with Measurement Errors, Tests for Linearity in Star Models: Supwald and Lm-Type Tests, General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm, Convergence of knowledge in a stochastic cultural evolution model with population structure, social learning and credibility biases, Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds, Convergence of a Least‐Squares Monte Carlo Algorithm for Bounded Approximating Sets, Tests Based on Simplicial Depth for AR(1) Models With Explosion, Unnamed Item, Goodness-of-fit tests for functional data, On classification with incomplete covariates, Non-parametric Estimation of Tail Dependence, Some large-scale matrix computation problems, Gaussian limit fields for the integrated periodogram, Approximation of Sobolev-type classes with quasi-seminorms, A central limit theorem for two-sample U-processes, Breakdown and groups. (With discussions and rejoinder), Nonparametric checks for single-index models, Uniform in bandwidth consistency of kernel-type function estimators, Integer cells in convex sets, Least tail-trimmed squares for infinite variance autoregressions, Empirical processes with estimated parameters under auxiliary information, Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks, On almost sure convergence of the quadratic variation of Brownian motion., Asymptotic normality in mixture models, BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS, Bounds and constructions for the star-discrepancy via \(\delta\)-covers, A distributed voting scheme to maximize preferences, Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗, Decompounding Poisson random sums: recursively truncated estimates in the discrete case, Another approach to asymptotics and bootstrap of randomly trimmed means, Universal consistency of delta estimators, Simple lifted cover inequalities and hard knapsack problems, Asymptotics for estimation and testing procedures under loss of identifiability, Inference for single and multiple change-points in time series, Conditional value-at-risk in stochastic programs with mixed-integer recourse, Local Rademacher complexities, Semiparametric estimation for stationary processes whose spectra have an unknown pole, Likelihood Ratio Type Two-Sample Tests for Current Status Data, Testing for Breaks in Regression Models with Dependent Data, Bridge-to-bridge transformations and kolmogorov-smirnov tests, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, Partially linear functional quantile regression in a reproducing kernel Hilbert space, The stochastic convergence of Bernstein polynomial estimators in a triangular array, Semiparametric estimation of signaling games with equilibrium refinement, Rates of convergence in conditional covariance matrix with nonparametric entries estimation, On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application, Consistency of the simple mode of a density for spatial processes, Study of semiparametric copula models via divergences with bivariate censored data, Consistency of Ridge Function Fields for Varying Nonparametric Regression, Testing symmetry for additive distortion measurement errors data, Estimating checkerboard approximations with sample d-copulas, Parameter estimation in a subcritical percolation model with colouring, The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals, Unnamed Item, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Improved bounds for the expected number of \(k\)-sets, Robust utility maximization with nonlinear continuous semimartingales, From undecidability of non-triviality and finiteness to undecidability of learnability, Kernel regression for cause-specific hazard models with nonparametric covariate functions, A smoothed \(p\)-value test when there is a nuisance parameter under the alternative, Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces, Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models, Unnamed Item, Unnamed Item, Robust estimation in partially nonlinear models, NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS, UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH, Nonlinear continuous semimartingales, Linear eigenvalue statistics of XX′ matrices, Nonexact oracle inequalities, \(r\)-learnability, and fast rates, A Novel Estimation Method in Generalized Single Index Models, Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case, On the first passage time of the parabolic boundary by the Markov random walk, On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm, Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors, Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models, General tests of conditional independence based on empirical processes indexed by functions, Aggregated tests based on supremal divergence estimators for non-regular statistical models, S-estimation in linear models with structured covariance matrices, On Learning and Convergence of RBF Networks in Regression Estimation and Classification, Least sum of squares of trimmed residuals regression, Bootstrap for integer‐valued GARCH(p, q) processes, Efficient estimation for the non-mixture cure model with current status data, Nonparametric low-frequency Lévy copula estimation in a general framework, Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions, TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL, Unnamed Item, Uniform CLT for Markov chains with a countable state space, Unnamed Item, On weak convergence of random fields, Unnamed Item, Finite sample properties of system identification of ARX models under mixing conditions, Central limit theorem for the total squared error of local polynomial estimators of cell probabilities, The lob-pass problem, Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models, Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index, MU-estimation and smoothing, A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry, Consistent specification testing for conditional moment restrictions, Cluster analysis: a further approach based on density estimation., A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue, Improved bounds on the sample complexity of learning, Asymptotic distribution of regression M-estimators, A new consistent estimator for linear errors-in-variables models, Semiparametric mixtures in case-control studies, An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative, Classifier selection from a totally bounded class of functions, Forecasting multifractal volatility, Nonparametric regression function estimation using interaction least squares splines and complexity regularization., Filtration of ASTA: A weak convergence approach, Nonparametric Estimation of Multiplicative Counting Process Intensity Functions with an Application to the Beijing SARS Epidemic, Estimation for single-index and partially linear single-index integrated models, Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models, Nonstationarity in time series of state densities, An empirical process approach to the uniform consistency of kernel-type function estimators, Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering, Central limit theorems for generalizedU-statistics with applications in nonparametric specification, NONPARAMETRIC HYPOTHESIS OF DRIFT FUNCTION IN LOCALLY STATIONARY DIFFUSION MODELS, Dilation volumes of sets of finite perimeter, Risk-Averse Models in Bilevel Stochastic Linear Programming, On Maximum Depth and Related Classifiers, Semiparametric estimation of single‐index hazard functions without proportional hazards, Regression analysis of informatively interval-censored failure time data with semiparametric linear transformation model, Estimation of Balanced Simultaneous Confidence Sets for SIR Models, Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data, Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes, Random Walks with Drift – A Sequential Approach, The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process, Some Uniform Limit Results in Additive Regression Model, Unnamed Item, The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior, A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES, Unnamed Item, Structural change tests for GEL criteria, Nonstationary nonlinear quantile regression, On correlation rank screening for ultra-high dimensional competing risks data, Upper Bounds in Classical Discrepancy Theory, Error estimate of a random particle blob method for the Keller-Segel equation, Model checking for multiplicative linear regression models with mixed estimators, Consistency and asymptotic normality in a class of nearly unstable processes, On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models, Inference in models with partially identified control functions, Robust testing for explosive behavior with strongly dependent errors, Limit theorems for the Markov random walks describes by the generalization of autoregressive process of order one, Quantile regression estimation for distortion measurement error data, Regression analysis of informative current status data with the semiparametric linear transformation model, Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms, Adaptive estimation in partially linear autoregressive models, Quasi-least-squares estimation in semimartingale regression models, Exact adaptive pointwise estimation on Sobolev classes of densities, Density Estimation for One-Dimensional Dynamical Systems, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation, A $D_E[0,1$ representation of random upper semicontinuous functions], Box-Cox transformations in linear models: Large sample theory and tests of normality, FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION, A consistent estimator for the supremum of the projection index based on sliced inverse regression, Tests For Constancy Of Model Parameters Over Time, Monotone Regression and Density Function Estimation at a Point of Discontinuity, On nonparametric kernel estimation of the mode of the regression function in the random design model, Estimation and selection procedures in regression: anL₁approach, A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models, Basic structure of the asymptotic theory in dynamic nonlinear econometric models, Shannon sampling and function reconstruction from point values, On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}, On strong tractability of weighted multivariate integration, ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES, Local Hölder exponent estimation for multivariate continuous time processes, AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS, Local Likelihood Estimation in Generalized Additive Models, On the estimation of the influence curve, On semiparametric estimation of ruin probabilities in the classical risk model, A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking, ON ASYMPTOTIC NORMALITY OF A CLASS OF FUZZY C-MEANS CLUSTERING PROCEDURES, The berry-esseen bounds of error variance estimation in semiparametric regression models, An answer to Li's problem, Efficiency. of infinite dimensional M‐ estimators, Data features1, Asymptotics of the “minimumL 1-norm” estimates in nonparametric regression models, Almost-sure waiting time results for weak and very weak Bernoulli processes, Asymptotic behaviour of nonparametric conditional quantile estimates for time series, Differentiablity of point process models and asymptotic efficiency of differentiable functionals, PP multivariate random weighting method, IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS, Unnamed Item, Asymptotically Minimax Nonparametric Regression in L₂, On density and regression estimation with incomplete data, Reasonable sample sizes for convergence to normality, Asymptotic properties of some estimators for partly linear stationary autoregressive models, On the sample breakdown robustness of some nonparametric tests, On the Asymptotic Normality of Adaptive Multilevel Splitting, Rates of convergence for the maximum likelihood estimator in mixture models, Estimating conditional occupation‐time distributions for dependent sequences, A simulation study of the weighted k-means cluster procedure, Some asymptotic properties of the circular median, A test for independence based on the correlation dimension, Self-stabilizing processes, Weak convergence for stationary bootstrap empirical processes of associated sequences, Unnamed Item, Strong approximation for set-indexed partial sum processes via KMT constructions III, Nonparametric synthetic data regression estimation for censored survival data, Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence, A Note on Nonparametric Regression with β-Mixing Sequences, Robust estimates in generalised varying-coefficient partially linear models, Central limit theorem for hitting times of functionals of Markov jump processes, Probability inequalities in multivariate distributions, Semiparametric Density Estimators Using Copulas, Regression Estimation from an Individual Stable Sequence, Domains of attraction for positive and discrete tempered stable distributions, Filtration stability of backward sde's, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, Analysis of Gap Times Based on Panel Count Data With Informative Observation Times and Unknown Start Time, Compact Composition Operators on Spaces of Boundary-Regular Holomorphic Functions, Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment, NON‐NEGATIVE AUTOREGRESSIVE MODELS, Optimal Predictive Tests, On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions, Semiparametric estimation of censored transformation models, Generic consistency of the break‐point estimator under specification errors, Epsilon-Tubes and Generalized Skorokhod Metrics for Hybrid Paths Spaces, Metric Entropy for Functions of Bounded Total Generalized Variation, NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION, The law of the iterated logarithm for the multivariate kernel mode estimator, On the asymptotic properties of a simple estimate of the Mode, Valid Generalisation from Approximate Interpolation, Unsupervised Curve Clustering using B‐Splines, On the VC-dimension and boolean functions with long runs, Simple estimation of the mode of a multivariate density, Time-varying multi-regime models fitting by genetic algorithms, Data Volume and Power of Multiple Tests with Small Sample Size Per Null, Unnamed Item, Nonparametric estimation of hazard functions by wavelet methods, Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data, Goodness-of-Fit for Longitudinal Count Data with Overdispersion, The Bahadur representation of sample quantiles for φ-mixing random variables and its application, Convergence of the Random Vortex Method in Two Dimensions, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation, NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION, Bilevel Linear Optimization Under Uncertainty, A Note on the Convergent Rates of M-Estimates for a Partly Linear Model, Superlinear Integrality Gaps for the Minimum Majority Problem, Weak convergence for smooth estimator of a distribution function under negative association, Penalized likelihood-ratio test for finite mixture models with multinomial observations, Moderate deviations in subsampling distribution estimation