The following pages link to High Dimensional Probability (Q3592303):
Displaying 18 items.
- Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations (Q3592304) (← links)
- Invariance principle for stochastic processes with short memory (Q3592305) (← links)
- Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above (Q3592306) (← links)
- Oscillations of empirical distribution functions under dependence (Q3592307) (← links)
- Karhunen-Loève expansions of mean-centered Wiener processes (Q3592308) (← links)
- Fractional Brownian fields, duality, and martingales (Q3592309) (← links)
- Risk bounds for the non-parametric estimation of Lévy processes (Q3592310) (← links)
- Random walk models associated with distributed fractional order differential equations (Q3592311) (← links)
- Fractal properties of the random string processes (Q3592312) (← links)
- Random sets of isomorphism of linear operators on Hilbert space (Q3592313) (← links)
- Revisiting two strong approximation results of Dudley and Philipp (Q3592314) (← links)
- Modified empirical CLT’s under only pre-Gaussian conditions (Q3592315) (← links)
- Empirical and Gaussian processes on Besov classes (Q3592316) (← links)
- On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality (Q3592317) (← links)
- Some facts about functionals of location and scatter (Q3592318) (← links)
- Uniform error bounds for smoothing splines (Q3592319) (← links)
- Empirical graph Laplacian approximation of Laplace–Beltrami operators: Large sample results (Q3592320) (← links)
- A new concentration result for regularized risk minimizers (Q3592321) (← links)
