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Found 62 Documents (Results 1–62)

Rate of convergence for sparse sample covariance matrices. (English) Zbl 07822571

Belomestny, Denis (ed.) et al., Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. Cham: Springer. Springer Proc. Math. Stat. 425, 261-300 (2023).
MSC:  62-XX
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Estimates for closeness of convolutions of probability distributions on convex polyhedra. (English. Russian original) Zbl 1471.60029

J. Math. Sci., New York 251, No. 1, 67-73 (2020); translation from Zap. Nauchn. Semin. POMI 474, 108-117 (2018).
MSC:  60F05 62E17
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Stability problems in Cramér-type characterization in case of i.i.d.summands. (English. Russian original) Zbl 1303.60015

Theory Probab. Appl. 57, No. 4, 568-588 (2013); translation from Teor. Veroyatn. Primen. 57, No. 4, 701-723 (2012).
MSC:  60E07 62E10
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Resampling fewer than \(n\) observations: gains, losses, and remedies for losses. (English) Zbl 1373.62173

van Zwet, Willem, Selected works of Willem van Zwet. Edited by Sara van de Geer and Marten Wegkamp. New York, NY: Springer (ISBN 978-1-4614-1313-4/hbk; 978-1-4614-1314-1/ebook). Selected Works in Probability and Statistics, 267-297 (2012).
MSC:  62G09 62G20
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Entropic instability of Cramer’s characterization of the normal law. (English) Zbl 1371.60005

van Zwet, Willem, Selected works of Willem van Zwet. Edited by Sara van de Geer and Marten Wegkamp. New York, NY: Springer (ISBN 978-1-4614-1313-4/hbk; 978-1-4614-1314-1/ebook). Selected Works in Probability and Statistics, 231-242 (2012).
MSC:  60B10 60F05 62B10
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The Edgeworth expansion for \(U\)-statistics of degree two. (English) Zbl 1373.62064

van Zwet, Willem, Selected works of Willem van Zwet. Edited by Sara van de Geer and Marten Wegkamp. New York, NY: Springer (ISBN 978-1-4614-1313-4/hbk; 978-1-4614-1314-1/ebook). Selected Works in Probability and Statistics, 209-230 (2012).
MSC:  62E20 60F05 62G20
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An expansion for a discrete non-lattice distribution. (English) Zbl 1119.62013

Fan, Jiangqing (ed.) et al., Frontiers in statistics. Dedicated to Peter John Bickel on honor of his 65th birthday. Hackensack, NJ: World Scientific (ISBN 1-86094-670-4/hbk; 1-86094-698-4/pbk). 257-274 (2006).
MSC:  62E20 62E17
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Adaptive choice of bootstrap sample sizes. (English) Zbl 1373.62177

de Gunst, Mathisca (ed.) et al., State of the art in probability and statistics. Festschrift for Willem R. van Zwet. Papers from the symposium, Leiden, Netherlands, March 23–26, 1999. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-50-1). IMS Lect. Notes, Monogr. Ser. 36, 286-309 (2001).
MSC:  62G09 62D05 62E20
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The accuracy of Gaussian approximation in Banach spaces. (English) Zbl 0960.60008

Gamkrelidze, R. V. (ed.) et al., Limit theorems of probability theory. Transl. from the Russian by B. Seckler. Berlin: Springer. 25-111 (2000).
MSC:  60B12 62E10
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Accuracy of Gaussian approximation in Banach spaces. (Russian) Zbl 0797.60010

Gamkrelidze, R. V. (ed.) et al., Probability theory - 6. Limit theorems in probability theory. Moskva: Vsesoyuznyj Institut Nauchnoj i Tekhnicheskoj Informatsii, Itogi Nauki Tekh., Ser. Sovrem. Probl. Mat., Fundam. Napravleniya. 81, 39-139 (1991).
MSC:  60B12 62E10
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A simple analysis of third-order efficiency of estimates. (English) Zbl 1373.62093

Le Cam, Lucien M. (ed.) et al., Proceedings of the Berkeley conference in honor of Jerzy Neyman and Jack Kiefer, held in Berkeley, California, June 20 – July 1, 1983. Volume II. Belmont, Calif.: Wadsworth Advanced Books and Software; Hayward, Calif.: Institute of Mathematical Statistics (ISBN 0-534-03357-1). Wadsworth Statistics/Probability Series, 749-768 (1985).
MSC:  62F12
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