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ix | |
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1 | (76) |
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Moment Bounds for Self-Normalized Martingales |
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3 | (10) |
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Exponential and Moment Inequalities for U-Statistics |
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13 | (26) |
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A Multiplicative Inequality for Concentration Functions of n-Fold Convolutions |
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39 | (10) |
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On Exact Maximal Khinchine Inequalities |
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49 | (16) |
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Strong Exponential Integrability of Martingales with Increments Bounded by a Sequence of Numbers |
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65 | (12) |
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General Empirical Process Theory |
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77 | (58) |
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On Uniform Laws of Large Numbers for Smoothed Empirical Measures |
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79 | (10) |
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Weak Convergence of Smoothed Empirical Processes: Beyond Donsker Classes |
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89 | (18) |
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Limit Theorems for Smoothed Empirical Processes |
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107 | (8) |
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Preservation Theorems for Glivenko-Cantelli and Uniform Glivenko-Cantelli Classes |
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115 | (20) |
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135 | (46) |
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Continuite de certaines fonctions aleatoires gaussiennes a valeurs dans lp, 1 ≤ p < ∞ |
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137 | (26) |
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A Note on the Gaussian Correlation Conjecture |
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163 | (10) |
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Probability Estimates for Lower levels of Certain Gaussian Processes with Stationary Increments |
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173 | (8) |
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Strong Approximation and Embedding |
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181 | (66) |
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Asymptotic Independence of the Local Empirical Process Indexed by Functions |
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183 | (24) |
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The Azema-Yor Embedding in Brownian Motion with Drift |
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207 | (16) |
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A New way to Obtain Estimates in the Invariance Principle |
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223 | (24) |
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The Law of the Iterated logarithm |
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247 | (32) |
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On the Law of the Iterated logarithm for Local Times of Recurrent Tandom Walks |
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249 | (12) |
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A General Compact Law of the Iterated Logarithm in Banach Spaces |
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261 | (18) |
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279 | (34) |
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Dominating Points for General Sequences of Random Vectors |
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281 | (12) |
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Large Deviations for Local Empirical Measures |
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293 | (20) |
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Sums of Independent Random Variables in High Dimensions |
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313 | (34) |
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An Example Concerning Tightness of Sums of B-Valued Random Variables |
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315 | (14) |
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Images and Level Sets of Additive Random Walks |
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329 | (18) |
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Random Vectors and processes |
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347 | (42) |
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Lee-Yang Models, Selfdecomposability and Negative-Definite Functions |
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349 | (10) |
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When an Isotropic Random Vector is Pseudo-Isotropic |
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359 | (8) |
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Support Fragmentation for Multiplicative Cascade Measures |
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367 | (10) |
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On Simulating Fractional Brownian Motion |
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377 | (12) |
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389 | (70) |
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On Robust Recursive Nonparametric Curve Estimation |
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391 | (14) |
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Variable Kernel Estimates: on the Impossibility of Tuning the Parameters |
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405 | (20) |
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Almost Sure Asymptotic Optimality of Cross Validation for Spline Smoothing |
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425 | (18) |
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Rademacher Processes and Bounding the Risk of Function Learning |
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443 | (16) |
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Statistics in a Multidimensional Setting |
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459 | (2) |
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Bootstrapping Empirical Distributions under Auxiliary information |
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461 | (16) |
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On the Characteristic Function of the Matrix von Mises-Fisher Distribution with Application to SO (N)-- Deconvolution |
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477 | (16) |
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Testing for Ellipsoidal Symmetry of a Multivariate Distribution |
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493 | |
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Other versions by this Author
