This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field.
Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.
István Berkes and Robert Tichy: Lacunary Series and Stable
Distributions.- Gérard Biau and David M. Mason: High-Dimensional p-Norms.-
Denis Bosq: Estimating and Detecting Jumps Applications to D[ 0,1]-valued
Linear Processes.- Maëva Biret, Michel Broniatowski and Zansheng Cao: A Sharp
Abelian Theorem for the Laplace Transform.- Endre Csáki and Miklós Csörg: On
Bahadur-Kiefer Type Processes for Sums and Renewals in Dependent Cases.- El
hadji Deme, Stéphane Girard, and Armelle Guillou: Reduced-bias Estimator of
the Conditional Tail Expectation of Heavy-tailed Distributions.- Erich
Haeusler and Stefan Horni: On Sequential Empirical Distribution Functions for
Random Variables with Mean Zero.- Marc Hallin, Ramon van den Akker, and Bas
J.M. Werker: On Quadratic Expansions of Log-Likelihoods and a General
Asymptotic Linearity Result.- Michel Harel, Jean-François Lenain and Joseph
Ngatchou-Wandji: Asymptotic Normality of Binned Kernel Density Estimators for
Non-Stationary Dependent Random Variables.- Enkelejd Hashorva, Mikhail
Lifshits, Oleg Seleznjev: Approximation of a Random Process with Variable
Smoothness.- Gennady Martynov: A Cramér-von Mises Test for Gaussian
Processes.- Ya. Yu. Nikitin and M. Ahsanullah: New U-empirical Tests of
Symmetry Based on Extremal Order Statistics, and Their Efficiencies.- Davy
Paindaveine and Thomas Verdebout: Optimal Rank-Based Tests for the Location
Parameter of a Rotationally Symmetric Distribution on the Hypersphere.-
Dominic Lauterbach and Dietmar Pfeifer: Some Extensions of Singular Mixture
Copulas.- Adrian E. Raftery: Paul Deheuvels Mentor, Advocate for
Statistics, and Applied Statistician.- Paul Doukhan, Oleg I. Klesov, and
Josef G. Steinebach: Strong Laws of Large Numbers in an F-scheme.- Ju-Yi Yen
and Marc Yor: On Two Results of P. Deheuvels.- Ju-YiYen and Marc Yor: Some
Topics in Probability Theory.