Probability inequalities for empirical processes and a law of the iterated logarithm
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Publication:800022
DOI10.1214/AOP/1176993141zbMATH Open0549.60024OpenAlexW1996419656WikidataQ100709127 ScholiaQ100709127MaRDI QIDQ800022FDOQ800022
Authors: Kenneth S. Alexander 
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993141
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Cited In (90)
- On density and regression estimation with incomplete data
- Set-indexed conditional empirical and quantile processes based on dependent data
- Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
- On rates of convergence and asymptotic normality in the multiknapsack problem
- The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields
- Upper functions for positive random functionals. I: General setting and Gaussian random functions
- The law of the iterated logarithm for a triangular array of empirical processes
- Granulometric smoothing
- Stochastic integrals of empirical-type processes with applications to censored regression
- Uniform bounds for norms of sums of independent random functions
- Fluctuation bounds for sock-sorting and other stochastic processes
- Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
- Small nonparametric tolerance regions for directional data
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Empirical spectral processes for locally stationary time series
- Permutation tests for multivariate location problems
- Optimal Matching and Empirical Measures
- Tail bounds for the supremums of empirical processes over unbounded classes of functions
- Rates of convergence for classes of functions: The non-i.i.d. case
- The central limit theorem for weighted empirical processes indexed by sets
- Convergence rate and Bahadur type representation of general smoothing spline M-estimates
- Quantile regression for left-truncated semicompeting risks data
- On the limiting distributions of multivariate depth-based rank sum statistics and related tests
- A note on uniform laws of averages for dependent processes
- A fast mode estimator in multidimensional space
- Uniform convergence rates for the approximated halfspace and projection depth
- The generalization performance of ERM algorithm with strongly mixing observations
- Comparison theorems, random geometry and some limit theorems for empirical processes
- Linear bounds for stochastic dispersion.
- Smallest nonparametric tolerance regions.
- Central limit theorems for local empirical processes near boundaries of sets
- Improved upper bounds for probabilities of uniform deviations
- The consistency of posterior distributions in nonparametric problems
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
- Optimal aggregation of classifiers in statistical learning.
- Rates of growth and sample moduli for weighted empirical processes indexed by sets
- Multivariate mode hunting: Data analytic tools with measures of significance
- Rate of convergence in the central limit theorem for empirical processes
- An inequality for uniform deviations of sample averages from their means
- Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
- Almost sure \(L_ 1\)-norm convergence for data-based histogram density estimates
- Rates of convergence in active learning
- Order statistics for nonstationary time series
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- A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
- Central limit theorems for stochastic processes under random entropy conditions
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- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
- Strong uniform convergence of density estimators on compact Euclidean manifolds
- Strong uniform convergence of density estimators on spheres
- Confidence regions for level sets
- Estimation of extreme risk regions under multivariate regular variation
- A probabilistic analysis of the multi-period single-sourcing problem
- Inverse regression method in data structure analysis
- Empirical U-statistics processes
- A projection type distribution function and quantile estimates in the presence of auxiliary information
- A local probability exponential inequality for the large deviation of an empirical process indexed by an unbounded class of functions and its application
- A note on the consistent estimator of nonparametric regression constructed by splines
- Vapnik-Chervonenkis dimension and (pseudo-)hyperplane arrangements
- Convergence of increments for cumulative hazard function in a mixed censorship -truncation model with application to hazard estimators
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
- How non-uniform can a uniform sample be: A histogram approach
- A tail empirical process approach to some nonstandard laws of the iterated logarithm
- Inégalités exponentielles pour les processus empiriques
- A bound on the expected maximal deviation of averages from their means.
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes
- Local Hölder regularity for set-indexed processes
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- Dimensionality-dependent generalization bounds for \(k\)-dimensional coding schemes
- Accelerated Recurrence Time Models
- Testing Hypotheses About Contours in Images
- A note on L1consistent estimation
- The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics
- Cube root weak convergence of empirical estimators of a density level set
- Some properties of the Lynden-Bell estimator with truncated data
- A note on the article ``Inference for multivariate normal mixtures by J. Chen and X. Tan
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- The laws of the iterated logarithm for two kinds of PP statistics
- Estimations of a threshold parameter in cox regression
- Probability inequalities of empirical processes over unbounded classes of functions with the 4th order moment
- Survey weighted estimating equation inference with nuisance functionals
- Asymptotic properties of neural network sieve estimators
- Auxiliary information: the raking-ratio empirical process
- A note on Phillips (1991): ``A constrained maximum likelihood approach to estimating switching regressions
- A new class of consistent estimators for stochastic linear regressive models
- The Hoffmann-Jørgensen inequality of NA random variables and its applications to the logarithm law
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