Pages that link to "Item:Q1088282"

The following pages link to On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions (Q1088282):

Displaying 32 items.

• Gaussian graphical model estimation with false discovery rate control (Q152850) (← links)
• Gaussian approximation of suprema of empirical processes (Q464197) (← links)
• Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process (Q470509) (← links)
• Simultaneous nonparametric inference of time series (Q988010) (← links)
• Gaussian approximation of the empirical process under random entropy conditions (Q1016628) (← links)
• Estimates for the closeness of successive convolutions of multidimensional symmetric distributions (Q1094740) (← links)
• On the lower tail probabilities of some random series (Q1356348) (← links)
• Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle (Q1358017) (← links)
• Simultaneous nonparametric regression analysis of sparse longitudinal data (Q1708991) (← links)
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables (Q1792333) (← links)
• Cluster sets for a generalized law of the iterated logarithm in Banach spaces (Q1872231) (← links)
• Extreme value behavior in the Hopfield model (Q1872473) (← links)
• Moderate deviation probabilities for open convex sets: nonlogarithmic behavior. (Q1879825) (← links)
• A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
• A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process (Q1951788) (← links)
• A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests (Q1952452) (← links)
• High-dimensional joint estimation of multiple directed Gaussian graphical models (Q2192308) (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
• Sign-based test for mean vector in high-dimensional and sparse settings (Q2287782) (← links)
• Matrix normalized convergence of a Lévy process to normality at zero (Q2342397) (← links)
• Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions (Q2412502) (← links)
• Asymptotic theory for maximum deviations of sample covariance matrix estimates (Q2447660) (← links)
• Self-standardized central limit theorems for trimmed Lévy processes (Q2664533) (← links)
• High-dimensional test for alpha in linear factor pricing models with sparse alternatives (Q2673200) (← links)
• State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
• The accuracy of strong Gaussian approximation for sums of independent random vectors (Q2868458) (← links)
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments (Q4386510) (← links)
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings (Q4916945) (← links)
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models (Q4999175) (← links)
• On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem (Q5074417) (← links)
• On the almost sure topological limits of collections of local empirical processes at many different scales (Q5965367) (← links)
• Asymptotics for the critical level and a strong invariance principle for high intensity shot noise fields (Q6187886) (← links)