目次
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.- Continuite de certaines fonctions aleatoires gaussiennes a valeurs dans lp, 1?p of 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.
