Self-Normalized Processes

DOI10.1007/978-3-540-85636-8MaRDI QIDQ3528116zbMATH OpenOpenAlexFDO

Authors Victor H. de la Peña, Tze Leung Lai, Q. M. Shao

Publication date 6 October 2008

Published in Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-85636-8

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Non-ergodic martingale estimating functions and related asymptotics
Positive semidefinite matrix supermartingales
Cramér's type results for some bootstrapped \(U\)-statistics
Robust inference on average treatment effects with possibly more covariates than observations
On the Wick theorem for mixtures of centered Gaussian distributions
High-dimensional linear models with many endogenous variables
Self-normalized large deviations under sublinear expectation
Monitoring multivariate time series
Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
Tail bounds for empirically standardized sums
Further research on limit theorems for self-normalized sums
A general result on almost sure central limit theorem for self-normalized sums for mixing sequences
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
Large deviations and Berry-Esseen bounds for a critical Galton-Watson process
Policy learning ``without overlap: pessimism and generalized empirical Bernstein's inequality
An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences
On necessary and sufficient conditions for the self-normalized central limit theorem
Nonparametric regression with martingale increment errors
Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences
A self-normalized central limit theorem for Markov random walks
Estimation of Sparse Structural Parameters with Many Endogenous Variables
Invariance principles for adaptive self-normalized partial sums processes.
Asymptotic properties of self-normalized linear processes with long memory
High-dimensional L₂-Boosting: rate of convergence
On inference for the support vector machine
Self-normalized sums in free probability theory
Ratio detections for change point in heavy tailed observations
Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
Non-stationary quasi-likelihood and asymptotic optimality
Precise asymptotics on the Birkhoff sums for dynamical systems
Gaussian approximation for high dimensional vector under physical dependence
Matrices -- compensating the loss of anschauung
Malliavin calculus and self normalized sums
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
A note on the normal approximation error for randomly weighted self-normalized sums
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
A self-normalized law of the iterated logarithm for the geometrically weighted random series
Time-uniform, nonparametric, nonasymptotic confidence sequences
Parametric inference in stationary time series models with dependent errors
Limit properties for ratios of order statistics from exponentials
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process
Berry-Esseen bounds for self-normalized martingales
Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability
Profile-based bandit with unknown profiles
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Further refinement of self-normalized Cramér-type moderate deviations
A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests
Bandit and covariate processes, with finite or non-denumerable set of arms
A sequential Monte Carlo approach to computing tail probabilities in stochastic models
Time series regression on integrated continuous-time processes with heavy and light tails
Nonuniform Berry-Esseen bounds for studentized U-statistics
Strassen-type law of the iterated logarithm for self-normalized increments of sums
Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
Stein's method for nonlinear statistics: a brief survey and recent progress
Exponential inequalities for self-normalized martingales
Mean square convergence rates for maximum quasi-likelihood estimators
Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
A nonclassical law of the iterated logarithm for self-normalized partial sums
Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
A dynamic screening algorithm for hierarchical binary marketing data
Harmonic moments for supercritical multi-type Galton-Watson processes
Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
Moderate deviations and nonparametric inference for monotone functions
Self-normalization: taming a wild population in a heavy-tailed world
Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables
Laws of the iterated logarithm for self-normalised Lévy processes at zero
A strong approximation of self-normalized sums
Pseudo-maximization and self-normalized processes
Self-normalized limit theorems in probability and statistics
Lasso and probabilistic inequalities for multivariate point processes
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression
Time-uniform Chernoff bounds via nonnegative supermartingales
An almost sure central limit theorem for self-normalized partial sums
Self-normalized moderate deviations for random walk in random scenery
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
Stein's method, self-normalized limit theory and applications
An alternative to synthetic control for models with many covariates under sparsity
Another look at Stein's method for studentized nonlinear statistics with an application to U-statistics
Self-normalized Cramér type moderate deviations for martingales and applications
Self-normalized Cramér-type moderate deviations under dependence
Self-normalized Cramér type moderate deviations for the maximum of sums
Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance
Cramér type moderate deviation theorems for self-normalized processes
A note on the cluster set of the law of the iterated logarithm under sub-linear expectations
Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
Self-normalized Cramér type moderate deviations for stationary sequences and applications
Self-normalized Cramér type moderate deviations for martingales
Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series
Almost sure central limit theorem for partial sums of m-dependent random variables
Rationalizable strategies in random games
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Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Identifying differential networks through high-dimensional two-sample inference
Strassen-type law of the iterated logarithm for self-normalized sums
Mean width of regular polytopes and expected maxima of correlated Gaussian variables
Theory and applications of multivariate self-normalized processes
Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
A self-normalized central limit theorem for a \(\rho\)-mixing stationary sequence
Self-normalized limit theorems for linear processes generated by -mixing innovations

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