High Dimensional Probability II

High dimensional probability, in the sense that encompasses the topics rep­ resented in this volume, began about thirty years ago with research in two related areas: limit theorems for sums of independent Banach space valued random vectors and general Gaussian processes. An important feature in thes...

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Bibliographic Details
Other Authors: Giné, Evarist (Editor), Mason, David M. (Editor), Wellner, Jon A. (Editor)
Format: eBook
Language:English
Published: Boston, MA Birkhäuser 2000, 2000
Edition:1st ed. 2000
Series:Progress in Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Moment Bounds for Self-Normalized Martingales
  • Exponential and Moment Inequalities for U-Statistics
  • A Multiplicative Inequality for Concentration Functions of n-Fold Convolutions
  • On Exact Maximal Khinchine Inequalities
  • Strong Exponential Integrability of Martingales with Increments Bounded by a Sequence of Numbers
  • On Uniform Laws of Large Numbers for Smoothed Empirical Measures
  • Weak Convergence of Smoothed Empirical Processes: Beyond Donsker Classes
  • Limit Theorems for Smoothed Empirical Processes
  • Preservation Theorems for Glivenko-Cantelli and Uniform Glivenko-Cantelli Classes
  • Continuité de certaines fonctions aléatoires gaussiennes à valeurs dans lp, 1?pof Cross Validation for Spline Smoothing
  • Rademacher Processes and Bounding the Risk of Function Learning
  • Bootstrapping Empirical Distributions under Auxiliary Information
  • On the Characteristic Function of the Matrix von Mises-Fisher Distribution with Application to SO(N)—Deconvolution
  • Testing for Ellipsoidal Symmetry of a Multivariate Distribution