The following pages link to Jérôme Dedecker (Q405495):
Displaying 50 items.
- (Q243566) (redirect page) (← links)
- (Q378822) (redirect page) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension (Q391892) (← links)
- A quenched weak invariance principle (Q405496) (← links)
- Rates of convergence in the strong invariance principle under projective criteria (Q428622) (← links)
- Deviation inequalities for separately Lipschitz functionals of iterated random functions (Q468728) (← links)
- Moment bounds for dependent sequences in smooth Banach spaces (Q491917) (← links)
- A functional CLT for fields of commuting transformations via martingale approximation (Q504002) (← links)
- Density estimation for \(\tilde{\beta}\)-dependent sequences (Q521335) (← links)
- Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary \(\alpha\)-dependent sequences (Q527481) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- Covariance inequalities (Q704267) (← links)
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations (Q722975) (← links)
- On mean central limit theorems for stationary sequences (Q731693) (← links)
- Moderate deviations for stationary sequences of bounded random variables (Q838323) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Subgaussian concentration inequalities for geometrically ergodic Markov chains (Q894490) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Erratum to ``An empirical central limit theorem for dependent sequences'' [Stochastic Proc. Appl. 117 (2007) 121-142] (Q1019626) (← links)
- Rates of convergence for minimal distances in the central limit theorem under projective criteria (Q1039133) (← links)
- The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences (Q1678538) (← links)
- Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\) (Q1700394) (← links)
- Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions (Q1721999) (← links)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
- Convergence rates in the strong law of large numbers for Hilbert valued dependent variables (Q1764098) (← links)
- Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
- New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
- Necessary and sufficient conditions for the conditional central limit theorem (Q1872287) (← links)
- Coupling for minimal distance (Q1876854) (← links)
- Erratum to: An empirical central limit theorem for intermittent maps (Q1939548) (← links)
- Deconvolution for the Wasserstein metric and geometric inference (Q1952230) (← links)
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains (Q1958515) (← links)
- On the functional central limit theorem for stationary processes (Q1975231) (← links)
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (Q2091528) (← links)
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\) (Q2143618) (← links)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting (Q2155521) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one (Q2259535) (← links)
- Deviation inequalities for separately Lipschitz functionals of composition of random functions (Q2320152) (← links)
- On the optimality of McLeish's conditions for the central limit theorem (Q2351838) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- Conditional convergence to infinitely divisible distributions with finite variance (Q2485849) (← links)
- A new covariance inequality and applications. (Q2574576) (← links)
- The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
- Strong approximation of the empirical distribution function for absolutely regular sequences in \({\mathbb R}^d\) (Q2637753) (← links)
- Weak dependence. With examples and applications. (Q2641624) (← links)
- Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences (Q2657995) (← links)
- Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus (Q2840335) (← links)
