High Dimensional Probability II

by Gine, Evarist; Mason, David M.; Wellner, Jon A.

• ISBN13: 9780817641603
• ISBN10: 0817641602
• Format: Hardcover
• Copyright: 2000-09-01
• Publisher: Birkhauser

Table of Contents

Preface	ix
Inequalities	1	(76)
Moment Bounds for Self-Normalized Martingales	3	(10)
Victor H. de la Pena
Michael J. Klass
Tze Leung Lai
Exponential and Moment Inequalities for U-Statistics	13	(26)
Evarist Gine
Rafal Latala
Joel Zinn
A Multiplicative Inequality for Concentration Functions of n-Fold Convolutions	39	(10)
Friedrich Gotze
Andrei Yu. Zaitsev
On Exact Maximal Khinchine Inequalities	49	(16)
Iosif Pinelis
Strong Exponential Integrability of Martingales with Increments Bounded by a Sequence of Numbers	65	(12)
Jan Rosinski
General Empirical Process Theory	77	(58)
On Uniform Laws of Large Numbers for Smoothed Empirical Measures	79	(10)
Peter Gaenssler
Daniel Rost
Weak Convergence of Smoothed Empirical Processes: Beyond Donsker Classes	89	(18)
Dragan Radulovic
Marten Wegkamp
Limit Theorems for Smoothed Empirical Processes	107	(8)
Daniel Rost
Preservation Theorems for Glivenko-Cantelli and Uniform Glivenko-Cantelli Classes	115	(20)
Aad van der Vaart
Jon A. Wellner
Gaussian Processes	135	(46)
Continuite de certaines fonctions aleatoires gaussiennes a valeurs dans lp, 1 ≤ p < ∞	137	(26)
X. Fernique
A Note on the Gaussian Correlation Conjecture	163	(10)
Wendo V. Li
Qi-Man Shao
Probability Estimates for Lower levels of Certain Gaussian Processes with Stationary Increments	173	(8)
Michael B. Marcus
Strong Approximation and Embedding	181	(66)
Asymptotic Independence of the Local Empirical Process Indexed by Functions	183	(24)
Paul Deheuvels
Uwe Einmahl
David M. Mason
The Azema-Yor Embedding in Brownian Motion with Drift	207	(16)
Goran Peskir
A New way to Obtain Estimates in the Invariance Principle	223	(24)
Alexander I. Sakhanenko
The Law of the Iterated logarithm	247	(32)
On the Law of the Iterated logarithm for Local Times of Recurrent Tandom Walks	249	(12)
Xia Chen
A General Compact Law of the Iterated Logarithm in Banach Spaces	261	(18)
Uwe Einmahl
James Kuelbs
Large Deviations	279	(34)
Dominating Points for General Sequences of Random Vectors	281	(12)
A. de Acosta
Large Deviations for Local Empirical Measures	293	(20)
Ludovic Menneteau
Sums of Independent Random Variables in High Dimensions	313	(34)
An Example Concerning Tightness of Sums of B-Valued Random Variables	315	(14)
Richard C. Bradley
Images and Level Sets of Additive Random Walks	329	(18)
Davar Khoshnevisan
Yimin Xiao
Random Vectors and processes	347	(42)
Lee-Yang Models, Selfdecomposability and Negative-Definite Functions	349	(10)
Joel De Coninck
Zbigniew Jurek
When an Isotropic Random Vector is Pseudo-Isotropic	359	(8)
Jolanta M. Misiewicz
Krzysztof Tobisz
Support Fragmentation for Multiplicative Cascade Measures	367	(10)
Mina Ossiander
On Simulating Fractional Brownian Motion	377	(12)
Jerzy Szulga
Fred Molz
Function Estimation	389	(70)
On Robust Recursive Nonparametric Curve Estimation	391	(14)
Eduard Belitser
Sara van de Geer
Variable Kernel Estimates: on the Impossibility of Tuning the Parameters	405	(20)
Luc Devroye
Gabor Lugosi
Almost Sure Asymptotic Optimality of Cross Validation for Spline Smoothing	425	(18)
Paul Eggermont
Vincent LaRiccia
Rademacher Processes and Bounding the Risk of Function Learning	443	(16)
Vladimir Koltchinskii
Dmitriy Panchenko
Statistics in a Multidimensional Setting	459	(2)
Bootstrapping Empirical Distributions under Auxiliary information	461	(16)
Erich Haeusler
Christiane Plies
On the Characteristic Function of the Matrix von Mises-Fisher Distribution with Application to SO (N)-- Deconvolution	477	(16)
Peter T. Kim
Testing for Ellipsoidal Symmetry of a Multivariate Distribution	493
Vladimir Koltchinskii
Lyudmila Sakhancenko