| Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics* |
3 |
| UNIFORM CONVERGENCE OF PENALIZED TIME-INHOMOGENEOUS MARKOV PROCESSES |
3 |
| EXTREMES OF gamma-REFLECTED GAUSSIAN PROCESSES WITH STATIONARY INCREMENTS |
3 |
| ON NONPARAMETRIC CLASSIFICATION FOR WEAKLY DEPENDENT FUNCTIONAL PROCESSES |
2 |
| CHARACTERIZATION OF BARYCENTERS IN THE WASSERSTEIN SPACE BY AVERAGING OPTIMAL TRANSPORT MAPS |
2 |
| STATISTICAL ESTIMATION OF CONDITIONAL SHANNON ENTROPY |
2 |
| LAMN PROPERTY FOR THE DRIFT AND VOLATILITY PARAMETERS OF A SDE DRIVEN BY A STABLE LEVY PROCESS |
2 |
| CONSISTENCY OF A LIKELIHOOD ESTIMATOR FOR STOCHASTIC DAMPING HAMILTONIAN SYSTEMS. TOTALLY OBSERVED DATA |
2 |
| IMPACT OF SUBSAMPLING AND TREE DEPTH ON RANDOM FORESTS |
2 |
| EFFICIENT SEQUENTIAL EXPERIMENTAL DESIGN FOR SURROGATE MODELING OF NESTED CODES |
2 |
| L-p and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective |
2 |
| Large deviation estimates for branching random walks* |
2 |
| Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels |
1 |
| A Peccati-Tudor type theorem for Rademacher chaoses****** |
1 |
| A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages |
1 |
| TWO CONSISTENT ESTIMATORS FOR THE SKEW BROWNIAN MOTION |
1 |
| ON THE CONSISTENCY OF SOBOL INDICES WITH RESPECT TO STOCHASTIC ORDERING OF MODEL PARAMETERS |
1 |
| STOCHASTIC FORMULATIONS OF THE PARAMETRIX METHOD |
1 |
| A CONSISTENT ESTIMATOR TO THE ORTHANT-BASED TAIL VALUE-AT-RISK |
1 |
| ON THE LAW OF HOMOGENEOUS STABLE FUNCTIONALS |
1 |
| OPTIMAL SURVEY SCHEMES FOR STOCHASTIC GRADIENT DESCENT WITH APPLICATIONS TO M-ESTIMATION |
1 |
| SLOPE HEURISTICS AND V-FOLD MODEL SELECTION IN HETEROSCEDASTIC REGRESSION USING STRONGLY LOCALIZED BASES |
1 |
| VALIDATION OF POSITIVE EXPECTATION DEPENDENCE |
0 |
| MOMENT ESTIMATES IMPLIED BY MODIFIED LOG-SOBOLEV INEQUALITIES |
0 |
| BOOTSTRAPPING PERIODICALLY AUTOREGRESSIVE MODELS |
0 |
| THE 1D SCHRODINGER EQUATION WITH A SPACETIME WHITE NOISE: THE AVERAGE WAVE FUNCTION |
0 |
| OPTIMAL COMPROMISE BETWEEN INCOMPATIBLE CONDITIONAL PROBABILITY DISTRIBUTIONS, WITH APPLICATION TO OBJECTIVE BAYESIAN KRIGING |
0 |
| ON EXTREME VALUE THEORY FOR GROUP STATIONARY GAUSSIAN PROCESSES |
0 |
| MANIFOLDS OF DIFFERENTIABLE DENSITIES |
0 |
| TEMPERED FRACTIONAL MULTISTABLE MOTION AND TEMPERED MULTIFRACTIONAL STABLE MOTION |
0 |
| ON THE RATE OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR HIERARCHICAL LAPLACIANS |
0 |
| ADAPTIVE NONPARAMETRIC DRIFT ESTIMATION OF AN INTEGRATED JUMP DIFFUSION PROCESS |
0 |
| ON FIXED GAIN RECURSIVE ESTIMATORS WITH DISCONTINUITY IN THE PARAMETERS |
0 |
| ON MONTE-CARLO TREE SEARCH FOR DETERMINISTIC GAMES WITH ALTERNATE MOVES AND COMPLETE INFORMATION |
0 |
| BECKNER INEQUALITIES FOR MOEBIUS MEASURES ON SPHERES |
0 |
| RATE OPTIMAL ESTIMATION OF QUADRATIC FUNCTIONALS IN INVERSE PROBLEMS WITH PARTIALLY UNKNOWN OPERATOR AND APPLICATION TO TESTING PROBLEMS |
0 |
| SPARSE RECOVERY FROM EXTREME EIGENVALUES DEVIATION INEQUALITIES |
0 |
| MAXIMUM LIKELIHOOD ESTIMATION IN HIDDEN MARKOV MODELS WITH INHOMOGENEOUS NOISE |
0 |
| ON THE BICKEL-ROSENBLATT TEST OF GOODNESS-OF-FIT FOR THE RESIDUALS OF AUTOREGRESSIVE PROCESSES |
0 |
| A MULTI-DIMENSIONAL CENTRAL LIMIT BOUND AND ITS APPLICATION TO THE EULER APPROXIMATION FOR LEVY-SDES |
0 |
| A CHANGE-POINT PROBLEM AND INFERENCE FOR SEGMENT SIGNALS |
0 |
| ASYMPTOTICS IN SMALL TIME FOR THE DENSITY OF A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY A STABLE LEVY PROCESS |
0 |
| COMPLEX INTERTWININGS AND QUANTIFICATION OF DISCRETE FREE MOTIONS |
0 |
| Antiduality and Mobius monotonicity: generalized coupon collector problem star |
0 |
| On the optimal importance process for piecewise deterministic Markov process |
0 |
| Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector |
0 |
| Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages |
0 |
| Wald Statistics in high-dimensional PCA |
0 |
| A test for block circular symmetric covariance structure with divergent dimension* |
0 |
| Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains |
0 |
