Pages that link to "Item:Q5674739"

The following pages link to Probability Inequalities for Sums of Independent Random Variables (Q5674739):

Displaying 50 items.

• An inequality of widely dependent random variables and its applications (Q282126) (← links)
• A statistical view of clustering performance through the theory of \(U\)-processes (Q392047) (← links)
• Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model (Q392706) (← links)
• Rate of convergence in a theorem of Heyde (Q449020) (← links)
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
• On the rate of convergence in Wasserstein distance of the empirical measure (Q495556) (← links)
• Large deviations for sums of random vectors attracted to operator semi-stable laws (Q521959) (← links)
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (Q525907) (← links)
• Complete convergence for maximal sums of negatively associated random variables (Q609721) (← links)
• Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables (Q629217) (← links)
• Sojourn time tails in the single server queue with heavy-tailed service times (Q660150) (← links)
• Noncommutative Fuk-Nagaev inequalities and their applications (Q723604) (← links)
• Bounds on regeneration times and limit theorems for subgeometric Markov chains (Q731664) (← links)
• Strong laws of large numbers for arrays of rowwise NA and LNQD random variables (Q764417) (← links)
• Inequalities for distributions of sums of m-dependent random elements. I (Q790507) (← links)
• Hermite series estimates of a probability density and its derivatives (Q796925) (← links)
• Nonparametric bandit methods (Q806690) (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
• Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915) (← links)
• A few remarks on the operator norm of random Toeplitz matrices (Q966501) (← links)
• Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism (Q984448) (← links)
• Two-sided estimates for constants in the Marcinkiewicz inequalities (Q1037011) (← links)
• A useful estimate in the multidimensional invariance principle (Q1085878) (← links)
• Asymptotic properties of the multivariate Nadaraya-Watson regression function estimate: The fixed design case (Q1113582) (← links)
• Edgeworth expansions for \(M\)-estimators of a regression parameter (Q1201117) (← links)
• A remark on the strong law of large numbers (Q1231705) (← links)
• Exponential inequalities for sums of random vectors (Q1233675) (← links)
• Strengthening the weak convergence of random processes (Q1233676) (← links)
• A remark on the tail probability of a distribution (Q1245519) (← links)
• Strong law of large numbers for multiparametric independent random variables (Q1316939) (← links)
• Probability inequalities for sums of weakly dependent random variables (Q1324871) (← links)
• Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound (Q1370234) (← links)
• A bound on the expected overshoot for some concave boundaries (Q1377363) (← links)
• On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
• Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: The semistable case. (Q1421193) (← links)
• Rates in the complete convergence of bootstrap means. (Q1423108) (← links)
• The depth first processes of Galton-Watson trees converge to the same Brownian excursion (Q1431505) (← links)
• Approximations for hybrids of empirical and partial sums processes (Q1578213) (← links)
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers (Q1580475) (← links)
• Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique (Q1612928) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• The spectral norm of random inner-product kernel matrices (Q1729691) (← links)
• On the ladder heights of random walks attracted to stable laws of exponent 1 (Q1748577) (← links)
• Coupling for \(\tau\)-dependent sequences and applications (Q1770896) (← links)
• Precise asymptotics in the law of the iterated logarithm. (Q1872172) (← links)
• Rates of convergence in the functional CLT for multidimensional continuous time martingales. (Q1879506) (← links)
• On Bernstein-type inequalities for martingales. (Q1888750) (← links)
• On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
• Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
• Precise large deviations for dependent subexponential variables (Q2040065) (← links)