@COMMENT{The master Bibtex database for DBP, as of 6 January 2005} @PREAMBLE{ "\def\noopsort#1{} "} @STRING{aap="Advances in Applied Probability"} @STRING{aihp="Annales de l'Institut Henri Poincar\'e"} @STRING{aism="Annals of the Institute of Statistical Mathematics"} @STRING{amm="American Mathematical Monthly"} @STRING{ams="Annals of Mathematical Statistics"} @STRING{annmath="Annals of Mathematics"} @STRING{annmath2="Annals of Mathematics (series 2)"} @STRING{annprob="Annals of Probability"} @STRING{annstat="Annals of Statistics"} @STRING{bams="Bulletin of the American Mathematical Society"} @STRING{bsmf="Bull. Soc. Math. France"} @STRING{cmp="Communications in Mathematical Physics"} @STRING{cras1math="Comptes Rendus de l'Academie des Sciences, Paris, Ser.~I Math"} @STRING{cras="Comptes Rendus de l'Academie des Sciences, Paris"} @string{cup="Cambridge University Press"} @string{CWI="Center for Mathematics and Computer Science"} @string{ESAIM="ESAIM: Probability and Statistics"} @STRING{et="Econometric Theory"} @STRING{fmath="Fundamenta Mathematicae"} @STRING{gmw="Grundlehren der mathematischen Wissenschaften"} @STRING{isr="International Statistical Review"} @STRING{ims="Institute of Mathematical Statistics"} @STRING{jasa="Journal of the American Statistical Association"} @STRING{jct="Journal of Combinatorial Theory"} @STRING{jma="Journal of Multivariate Analysis"} @STRING{jmp="Journal of Mathematical Physics"} @STRING{jrss="Journal of the Royal Statistical Society"} @STRING{jrssb="Journal of the Royal Statistical Society, Series B"} @STRING{jtp="Journal of Theoretical Probability"} @STRING{lecam="Le Cam, L."} @STRING{mathann="Mathematische Annalen"} @STRING{mathscand="Mathematica Scandinavica"} @STRING{mathZ="Mathematische Zeitung"} @STRING{newzw="Probability Theory and Related Fields"} @string{oup="Oxford University Press"} @STRING{pams="Proceedings of the American Mathematical Society"} @STRING{pcps="Proceedings of the Cambridge Philosophical Society"} @STRING{prl="Physical Review Letters"} @STRING{pjm="Pacific Journal of Mathematics"} @STRING{pnacs="Proceedings of the National Academy of Sciences"} @STRING{rsa="Random Structures and Algorithms"} @string{sankhyaA="Sankhy{\=a}: The Indian Journal of Statistics, Series~A"} @string{SIAM="Society for Industrial and Applied Mathematics"} @STRING{slnm="Springer Lecture Notes in Mathematics"} @STRING{slns="Springer Lecture Notes in Statistics"} @STRING{smd="Soviet Math. Doklady"} @STRING{springer="Springer-Verlag"} @string{statneer="Statistica Neerlandica"} @STRING{statsci="Statistical Science"} @STRING{tams="Transactions of the American Mathematical Society"} @STRING{tpa="Theory Probability and Its Applications"} @STRING{zw="Zeitschrift f{\"u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete"} @string{secondberk="Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability"} @string{thirdberk="Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability"} @string{fourthberk="Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability"} @string{fifthberk="Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability"} @string{sixthberk="Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability"} @string{stopro="Stochastic Processes and their Applications"} @string{studiamath="Studia Mathematica"} @string{ssmh="Studia Scientarium Mathematicarum Hungarica"} @string{ucpress="University of California Press"} @string{ucps="University of California Publications in Statistics"} AAA @book{Adler90gauss, author = {Robert J. Adler}, title = {An introduction to continuity, Extrema, and Related Topics for General Gaussian Processes}, publisher = ims, ADDRESS = {Hayward,~CA}, year = {1990}, volume = {12}, series = {Lecture Notes--Monograph series}, } @article{AGOZ88bracket, AUTHOR = {Andersen, N. T. and Gin\'e,~E. and Ossiander,~M. and Zinn,~J.}, TITLE = {The central limit theorem and the law of the iterated logarithm for empirical processes under local conditions}, JOURNAL = zw, YEAR = {1988}, VOLUME = {77}, PAGES = {271-306} } @article{AhlswedeDaykin78ZW, author = {Rudolf Ahlswede and David Daykin}, title = {An inequality for the weights of two families of sets, their unions and intersections}, journal = zw, volume = {43}, pages = {183--185}, year = {1978}, } @book{Albers:Alexanderson:book, author={Albers, D. and Alexanderson, J. and Reid, C.}, title={More Mathematical People}, publisher={Harcourt, Brace, Jovanovich}, address={Boston}, year={1990} } @article{Aldous83, author = {David Aldous}, title = {Exchangeability and related topics}, journal = slnm, volume = {1117}, pages = {1--198}, year = {1983}, } @article{Aldous01RSA, author = {David Aldous}, title = {The $\zeta(2)$ limit in the random assignment problem}, journal = "Random Structures and Algorithms", volume = {18}, pages = {381--418}, year = {2001}, } @article{Alexander84AnnProb, AUTHOR = {Alexander, K. S.}, TITLE = {Probability inequalities for empirical processes and a law of the iterated logarithm}, JOURNAL = annprob, YEAR = {1984}, VOLUME = {12}, PAGES = {1041--1067} } @inproceedings{Alexander85NeymanKiefer, AUTHOR = {Alexander, K. S.}, TITLE = {Rates of growth for weighted empirical processes}, YEAR = {1985}, CROSSREF = {NeymanKiefer85conf}, PAGES = {475--493}, ADDRESS = {Belmont,~CA}, PUBLISHER = {Wadsworth}, booktitle = {Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer, Volume~{II}}, editor={Le Cam, L. and Olshen,~R.A.} } @article{Alexander87cltStochProc, AUTHOR = {Alexander, K. S.}, TITLE = {Central limit theorems for stochastic processes under random entropy conditions}, JOURNAL = zw, YEAR = {1987}, VOLUME = {75}, PAGES = {351-378} } @article{Alexander87VCclt, AUTHOR = {Alexander, K. S.}, TITLE = {The central limit theorem for empirical processes on {V}apnik-\v{C}ervonenkis classes}, JOURNAL = annprob, YEAR = {1987}, VOLUME = {15}, PAGES = {178--203} } @article{AlexanderPyke86psum, AUTHOR = {Alexander, K. S. and Pyke, R.}, TITLE = {A uniform central limit theorem for set-indexed partial-sum processes with finite variance}, JOURNAL = annprob, YEAR = {1986}, VOLUME = {14}, PAGES = {582-597} } @article{Alexandroff40-43, author = {A. D. Alexandroff}, title = {Additive set functions in abstract spaces}, journal = {Mat. Sbornik}, year = {1940--43}, note= {Chapter 1: {\bf50}(NS~8) 1940, 307--342; Chapters~2 and~3: {\bf51}(NS~9) 1941, 563--621; Chapters~4 and~5: {\bf55}(NS~13) 1943, 169--234.} } @book{Alfsen.book71, author = {Erik M. Alfsen}, title = {Compact convex sets and boundary integrals}, publisher = springer, year = {1971}, } @book{Aliprantis.Border.hitchhike, author = {Charalambos D. Aliprantis and Kim C. Border}, title = {Infinite Dimensional Analysis: A Hitchhiler's Guide}, publisher = springer, year = {1994}, } @article{Amemiya82tsLAD, AUTHOR = {Amemiya, T.}, TITLE = {Two stage least absolute deviations estimators}, JOURNAL = {Econometrica}, YEAR = {1982}, VOLUME = {50}, PAGES = {689--711} } @book{Amemiya85book, AUTHOR = {Amemiya, T.}, TITLE = {Advanced Econometrics}, BOOKTITLE = {Advanced Econometrics}, YEAR = {1985}, ADDRESS = {Cambridge, Mass}, PUBLISHER = {Harvard Univ. Press} } @article{AnChen82LAD, AUTHOR = {An, H-Z. and Chen, Z-G.}, TITLE = {On convergence of LAD estimates in autoregression with infinite variance}, JOURNAL = jma, YEAR = {1982}, VOLUME = {12}, PAGES = {335-345} } @techreport{Andersen85calc, AUTHOR = {Andersen, N. T.}, TITLE = {The calculus of non-measurable functions and sets}, YEAR = {1985b}, INSTITUTION = {Aarhus University}, NOTE = {Various Publications Series {No. 36}, Matematics Institute} } @article{Andersen85clt, AUTHOR = {Andersen, N. T.}, TITLE = {The central limit theorem for non-separable valued functions}, JOURNAL = zw, YEAR = {1985}, VOLUME = {70}, PAGES = {445-455} } @book{Andersen:93book, author={Andersen, P. K. and Borgan, {\O}. and Gill, R. D. and Keiding, N.}, title={Statistical Models Based on Counting Processes}, publisher=springer, address={New York}, year={1993} } @article{AndersenDobric87clt1, AUTHOR = {Andersen, N. T. and Dobri\'c, V.}, TITLE = {The central limit theorem for stochastic processes}, JOURNAL = annprob, YEAR = {1987}, VOLUME = {15}, PAGES = {164-177} } @article{AndersenDobric87clt2, AUTHOR = {Andersen, N. T. and Dobri\'c, V.}, TITLE = {The central limit theorem for stochastic processes.~II}, JOURNAL = {J. Theoret. Probab.}, YEAR = {1988}, VOLUME = {1}, PAGES = {287-303} } @article{AndersenGill82AnnStat, author = {P. K. Andersen and R. D. Gill}, title = {Cox's regression model for counting processes: a large sample study}, journal = annstat, volume = {10}, pages = {1100--1120}, year = {1982}, } @article{AndersenJessen48product, author = "Erik Sparre Andersen and B\'orge Jessen", title = "On the introduction of measures in infinite product sets", journal = "Danske Vid. Selsk. Mat.-Fys. Medd.", year = "1948", volume = "2", number = "4", } @article{Anderson55convex, author = {T. W. Anderson}, title = {The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities}, journal = pams, volume = 6, pages={170--176}, year = 1955, } @book{Andrews72Princeton, AUTHOR = {Andrews, D. F. and Bickel, P. J. and Hampel,~F.~R. and Huber,~P.~J. and Rogers,~W.~H. and Tukey,~J.~W.}, TITLE = {Robust Estimates of Location}, BOOKTITLE = {Robust Estimates of Location}, YEAR = {1972}, ADDRESS = {Princeton NJ}, PUBLISHER = {Princeton University Press} } @techreport{Andrews89semi1, AUTHOR = {Andrews, D. W. K.}, TITLE = {Asymptotics for semiparametric econometric models: {I}~estimation and testing}, YEAR = {1989a}, INSTITUTION = {Yale University}, NOTE = {Cowles Foundation Discussion Paper~\#908R} } @techreport{Andrews89semi2, AUTHOR = {Andrews, D. W. K.}, TITLE = {Asymptotics for semiparametric econometric models: {II}~stochastic equicontinuity and nonparametric kernel estimation}, YEAR = {1989b}, INSTITUTION = {Yale University}, NOTE = {Cowles Foundation Discussion Paper~\#909R} } @article{Andrews91empclt, AUTHOR = {Andrews, D. W. K.}, TITLE = {An empirical process central limit theorem for dependent non-identically distributed random variables}, JOURNAL = jma, YEAR = {1991}, VOLUME = {38}, PAGES = {187--203} } @article{AndrewsPollard90mixing, AUTHOR = {Andrews, D. W. K. and Pollard, D.}, TITLE = {An introduction to functional central limit theorems for dependent stochastic processes}, JOURNAL = isr, YEAR = {1994}, VOLUME = {62}, PAGES = {119--132} } @book{AnthonyBartlett02, author = {Martin Anthony and Peter Bartlett}, title = {Neural Network Learning: Theoretical Foundations}, publisher = cup, year = {2002}, } @book{AraujoGine80book, AUTHOR = {Araujo, A. and Gin\'e, E.}, TITLE = {The Central Limit Theorem for Real and Banach Valued Random Variables}, BOOKTITLE = {The Central Limit Theorem for Real and Banach Valued Random Variables}, YEAR = {1980}, ADDRESS = {New York}, PUBLISHER = {Wiley} } @article{ArconesYu95JTP, AUTHOR = {Arcones, M. and Yu, B.}, TITLE = {Central limit theorems for empirical and U-processes of stationary mixing sequences}, JOURNAL = jtp, YEAR = {1995}, VOLUME = {??}, PAGES = {???--???} } @article{ArratiaGoldsteinGordon90SS, AUTHOR = {Richard Arratia and Larry Goldstein and Louis Gordon}, TITLE = {Poisson approximationand the {Chen-Stein} method}, JOURNAL = statsci, YEAR = {1990}, VOLUME = {5}, PAGES = {403--434} } @book{Ash:72RAP, author = "Robert B. Ash", title = "Real Analysis and Probability", publisher = "Academic Press", year = "1972", address = "New York", } @book{AsmussenHering83, author = {S. Asmussen and H. Hering}, title = {Branching processes}, publisher = {Birkh\"auser}, year = {1983}, } @book{Atkinson87book, author = {A. C. Atkinson}, title = {Plots, Transformations and Regression}, publisher = oup, year = {1987}, } BBB @book{B-NBE89book, author = "Ole E. Barndorff-Nielsen and Preben Blaesild and Poul Svante Eriksen", title = "Decomposition and Invariance of Measures, and Statistical Transformation Models", publisher = springer, year = "1989", volume = "58", series = slns, address = "New York", } @article{Baddeley77manifold, AUTHOR = {Baddeley, A.}, TITLE = {Integrals on a moving manifold and geometrical probability}, JOURNAL = aap, YEAR = {1977}, VOLUME = {9}, PAGES = {588-603} } @article{Bahadur:54ams, author="Bahadur, R. R.", title={Sufficiency and statistical decision functions}, journal=ams, pages={423--462}, year={1954}, volume={25} } @article{Bahadur:58Sankhya, author = {Bahadur, R. R.}, title = {Examples of inconsistency of maximum likelihood estimates}, journal = {Sankhya Series~A}, year = {1958}, pages = {207--210}, volume = {20}, } @article{Bahadur:64ams, author="Bahadur, R. R.", title={On {F}isher's bound for asymptotic variances}, journal=ams, pages={1545--1552}, year={1964}, volume={35} } @article{BahadurZabell79, author = " Bahadur, R. R. and Zabell, S.", title = "Large deviations of the sample mean in general vector spaces", journal = annprob, year = "1979", volume = "7", pages = "587-621", } @misc{BAMS66wiener, author={BAMS}, journal = {Bulletin of the American Mathematical Society}, volume={72}, year={1966}, note={January issue, devoted to the life and work of Norbert Wiener}, } @article{BarbourHall84PCPS, author = {A. D. Barbour and Peter Hall}, title = {On the rate of {P}oisson convergence}, journal = pcps, volume = {95}, pages = {473--480}, year = {1984}, } @book{BarbourHolstJanson92, author = {A. D. Barbour and Lars Holst and Svante Janson}, title = {Poisson Approximation}, publisher = {Oxford University Press}, year = {1992}, } @article{Bass85psum, AUTHOR = {Bass, R.F.}, TITLE = {Law of the iterated logarithm for set-indexed partial-sum processes with finite variance}, JOURNAL = zw, YEAR = {1985}, VOLUME = {70}, PAGES = {591-608} } @article{BassettKoenker78LAD, AUTHOR = {Bassett, G. and Koenker, R.}, TITLE = {Asymptotic theory of least absolute error regression}, JOURNAL = {Journal of the American Statistical Association}, YEAR = {1978}, VOLUME = {73}, PAGES = {618-622} } @article{BassettKoenker82JASA, AUTHOR = {Bassett, G. and Koenker, R.}, TITLE = {An empirical quantile method for linear models with iid errors}, JOURNAL = jasa, YEAR = {1982}, VOLUME = {77}, PAGES = {407--415} } @article{BassPyke84psum, AUTHOR = {Bass, R.F. and Pyke, R.}, TITLE = {Functional law of the iterated logarithm and uniform central limit theorem for partial-sum processes indexed by sets}, JOURNAL = annprob, YEAR = {1984}, VOLUME = {12}, PAGES = {13--34} } @article{Basu55, AUTHOR = {Basu, D.}, TITLE = {On statistics independent of a complete sufficient statistic}, JOURNAL = {Sankhy\B{a}}, YEAR = {1955}, VOLUME = {15}, PAGES = {377--380} } @article{Basu58, AUTHOR = {Basu, D.}, TITLE = {On statistics independent of a sufficient statistic}, JOURNAL = {Sankhy\B{a}}, YEAR = {1958}, VOLUME = {20}, PAGES = {223--226} } @book{Bauer81, author = {Heinz Bauer}, title = {Probability Theory and Elements of Measure Theory}, publisher = {Academic Press}, year = {1981}, edition = {Second English} } @book{Benedetto:76book, author = "John J. Benedetto", title = "Real Variable and Integration", publisher = "Teubner", year = "1976", series = {Mathematische Leitf\"{a}den}, address = "Stuttgart", note = {Subtitled ``with Historical Notes"} } @article{Bennett62jasa, author = "George Bennett", title = "Probability inequalities for the sum of independent random variables", journal = jasa, year = "1962", volume = "57", pages = "33--45", } @book{BhattacharyaRao76, AUTHOR = {Bhattacharya, R. N. and R. {Ranga Rao}}, TITLE = {Normal Approximation and Asymptotic Expansions}, YEAR = {1976}, ADDRESS = {New York}, PUBLISHER = {Wiley} } @article{Bickel75onestep, AUTHOR = {Bickel, Peter J.}, TITLE = {One-step {H}uber estimates in the linear model}, JOURNAL = jasa, YEAR = {1975}, VOLUME = {70}, PAGES = {428-433} } @book{BickelDoksum77book, AUTHOR = {Bickel, P. J. and Doksum, K. A.}, TITLE = {Mathematical Statistics: Basic Ideas and Selected Topics}, BOOKTITLE = {Mathematical Statistics: Basic Ideas and Selected Topics}, YEAR = {1977}, ADDRESS = {San Francisco}, PUBLISHER = {Holden-Day} } @article{BickelRitov88Sankhya, author = {Bickel, P. J. and Ritov, Y.}, title = {Estimating integrated squared density derivatives: sharp best order of convergence estimates}, journal = sankhyaA, year = {1988}, pages = {381-393}, volume = {50}, } @article{BickelRitov90AS, author = {Ritov, Y. and Bickel, P. J.}, title = {Achieving information bounds in non and semiparametric models}, journal = annstat, year = {1990}, pages = {925-938}, volume = {18}, } @book{Billingsley61book, AUTHOR = {Billingsley, P.}, TITLE = {Statistical Inference for Markov Processes}, YEAR = {1961}, xADDRESS = {Chicago}, PUBLISHER = {University of Chicago Press} } @book{Billingsley68book, AUTHOR = {Billingsley, P.}, TITLE = {Convergence of Probability Measures}, YEAR = {1968}, ADDRESS = {New York}, PUBLISHER = {Wiley} } @book{Billingsley86book, AUTHOR = {Billingsley, P.}, TITLE = {Probability and Measure}, YEAR = {1986}, ADDRESS = {New York}, PUBLISHER = {Wiley}, edition = {Second} } @article{Birch64ams, author = {M. W. Birch}, title = {A new proof of the {F}isher-{P}earson theorem}, journal = ams, year = 1964, pages={817--824} } @article{Birge:86newZW, author="Birg{\'e}, L.", title="On estimating a density using {H}ellinger distance and some other strange facts", journal=newzw, volume={71} , year={1986}, pages={271--291} } @techreport{BirgeMassart92rates, AUTHOR = {Birg\'e, L. and Massart, P.}, TITLE = {Estimation of integral functionals of a density}, YEAR = {1992}, institution = {Mathematical Sciences Research Institute}, address = {Berkeley}, number = {024-92}} @article{BirgeMassart93contrast, AUTHOR = {Birg\'e, L. and Massart, P.}, TITLE = {Rates of convergence for minimum contrast estimators}, JOURNAL = newzw, YEAR = {1993}, VOLUME = {97}, PAGES = {113--150} } @incollection{BirgeMassart94lecam, AUTHOR = {Birg\'e, L. and Massart, P.}, TITLE = {From model selection to adaptive estimation}, YEAR = {1995}, PAGES = {55--87}, EDITOR = {Pollard, D. and Torgersen, E. and Yang, G. L.}, BOOKTITLE = {A Festschrift for Lucien Le~Cam}, ADDRESS = {New York}, PUBLISHER = springer } @techreport{BirgeMassart94mce, author = {Birg\'e, L. and Massart, P.}, title = {Minimum contrast estimation on sieves}, institution = {Universit{\'e} Paris-Sud}, year = {1994}, } @article{BirnbaumMarshall61ams, author = {Z. W. Birnbaum and Albert W. Marshall}, title = {Some multivariate {C}hebyshev inequalities with extensions to continuous parameter processes}, journal = ams, year = 1961, pages={687--703} } @book{BKRW:93book, author={Bickel, P. J. and Klaassen, C. A. J. and Ritov, Y. and Wellner, J. A.}, title={Efficient and Adaptive Estimation for Semiparametric Models}, publisher={Johns Hopkins University Press}, address={Baltimore}, year={1993} } @inproceedings{Blackwell:51berk, author={David Blackwell}, title = {Comparison of experiments}, booktitle=secondberk, year = {1951}, pages = {93--102}, } @article{Blackwell:53ams, author={David Blackwell}, title = {Equivalent comparisons of experiments}, journal = ams, year = {1953}, pages = {265--272}, volume = {24}, } @inproceedings{Blackwell:56berk, author={David Blackwell}, title={On a class of probability spaces}, booktitle=thirdberk, editor={Jerzy Neyman}, year={1956}, volume={I}, publisher=ucpress, address={Berkeley}, pages={1--6} } @book{BloomfieldSteiger83book, AUTHOR = {Bloomfield, P. and Steiger, W. L.}, TITLE = {Least Absolute Deviations: Theory, Applications, and Algorithms.}, BOOKTITLE = {Least Absolute Deviations: Theory, Applications, and Algorithms.}, YEAR = {1983}, ADDRESS = {Boston}, PUBLISHER = {Birkh\"auser} } @inproceedings{BlythRoberts:72, author={C. Blyth and D. Roberts}, title={On inequalities of {Cram\'er-Rao} type and admissibility proofs}, booktitle=sixthberk, editor={Le Cam, L. and Neyman, J. and Scott, E. L. }, year={1972}, volume={I}, publisher=ucpress, address={Berkeley}, pages={17--30} } @article{Bobkov96AP, author = {S. Bobkov}, title = {Extremal properties of half-spaces for log-concave distributions}, journal = annprob, year = {1996}, volume={24}, pages={35--48} } @techreport{BohneblustShapleySherman, author = {H. F. Bohneblust and L. S. Shapley and S. Sherman}, title = {Reconnaisance in game theory}, institution = {Rand Corporation}, year = {1949}, } @article{Borell:75, author = {Christer Borell}, title = {The {B}runn-{M}inkowski inequality in {G}auss space}, journal = {Inventiones Math.}, year = {1975}, pages = {207--216}, volume = {30}, } @article{BoucheronLugosimassart2000ras, author = {S. Boucheron and G. Lugosi and P. Massart}, title = {A sharp concentration inequality with applications}, journal = rsa, year = 2000, pages = {277-292}, volume = {16}, } @book{Bourbaki69integration9, author = "N. Bourbaki", title = "Int{\'e}gration sur les espaces topologiques s\'epar\'es", publisher = "Hermann", year = "1969", series = "{\'E}l{\'e}ments de math{\'e}matique", address = "Paris", note = "Fascicule~XXXV, Livre~VI, Chapitre~IX" } @book{Bourbaki89topology5-10, author = "N. Bourbaki", title = "General Topology: Chapters 5--10", publisher = Springer, year = "1989", series = "Elements of Mathematics", note = "English translation of 1974 volume, {\'E}l{\'e}ments de Math{\'e}matique, Topologie {G\'en\'eral}" } @article{BoxAndersen55JRSSB, AUTHOR = {Box, G. E. P. and Andersen, S. L.}, TITLE = {Permutation theory in the derivation of robust criteria and the study of departures from assumption}, JOURNAL = jrssb, YEAR = {1955}, VOLUME = {17}, PAGES = {1-34} } @book{BoxHunterHunter, author = "G. E. P. Box and W. G. Hunter and J. S. Hunter", title = "Statistics for Experimenters: An Introduction to Design, Data Analysis, and Model Building", publisher = "Wiley", year = "1978", address = "New York", } @article{BraunsteinMezardZecchina05rsa, author = {A. Braunstein and M. M\'ezard and R. Zecchina}, title = {Survey propagation: an algorithm for satisfiability}, journal = rsa, year = 2005, pages = {???}, volume = {26}, } @book{Breiman84CART, AUTHOR = {Breiman, L. and Friedman,~J.H. and Olshen,~R.~A. and Stone,~C.~J.}, TITLE = {Classification and Regression Trees}, BOOKTITLE = {Classification and Regression Trees}, YEAR = {1984}, ADDRESS = {Belmont, California}, PUBLISHER = {Wadsworth} } @book{Breiman:prob, author = "Leo Breiman", title = "Probability", publisher = "Addison-Wesley", year = "1968", address = "Reading,~Massachusets", edition = "First", } @article{BreslowCrowley74KaplanMeier, AUTHOR = {Breslow, N. and Crowley, J.}, TITLE = {A large sample study of the life table and product limit estimates under random censorship}, JOURNAL = annstat, YEAR = {1974}, VOLUME = {2}, PAGES = {437-453} } @article{Bretagnolle:Huber:79ZW, author="Bretagnolle, J. and Huber, C..", title="Estimation des densites: risque minimax", journal=zw, volume={47} , year={1979}, pages={119--137} } @article{Bretagnolle:Massart89AP, author="Bretagnolle, J. and Massart, P.", title="Hungarian constructions from the nonasymptotic viewpoint", journal=annprob, volume={17} , year={1989}, pages={239--256} } @article{Brown85jrss, author = {B. M. Brown}, title = {Multiparameter linearization theorems}, journal = jrssb, volume = {47}, pages = {323--331}, year = {1985}, } @book{Brown86book, AUTHOR = {Brown, L. D.}, TITLE = {Fundamentals of Statistical Exponential Families}, BOOKTITLE = {Fundamentals of Statistical Exponential Families}, YEAR = {1986}, ADDRESS = {Hayward, California}, PUBLISHER = {Institute of Mathematical Statistics} } @article{BrownLow96AS, author = {Lawrence D. Brown and Mark G. Low}, title = {Asymptotic equivalence of nonparametric regression and white noise}, journal = AnnStat, volume = {24}, pages = {2384--2398}, year = {1996}, } @unpublished{BCLZ03, AUTHOR = {Brown, Lawrence D. and Carter, Andrew V. and Low, Mark G. and Zhang, Cun-Hui}, TITLE = {Asymptotic equivalence theory for a {P}oisson process with variable intensity.}, YEAR ={2003}, note={(Submitted to Annals of Statistics)} } @article{Brush68BM, author = {Stephen G. Brush}, title = {{A history of random processes: {I.}~Brownian movement from Brown to Perrin}}, journal = {Archive for History of the Exact Sciences}, year = {1968}, vol="5", pages="1--36" } @article{Burkholder61AMS, AUTHOR = {Burkholder, D. 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N.}, TITLE = {Grundbegriffe der Wahrscheinlichkeitsrechnung}, YEAR = {1933}, ADDRESS = {Berlin}, PUBLISHER = springer, NOTE = {Second English Edition, {\it Foundations of Probability\/} 1950, published by Chelsea, New York} } @article{KolmogorovSarmanov60, author = {A. N. Kolmogorov and O. V. Sarmanov}, title = {The work of {S. N. Bernshtein} on the theory of probability}, journal = tpa, volume = {5}, pages = {197--203}, year = {1960}, } @article{Koltchinskii94jtp, author = {Vladimir I. Koltchinskii}, title = {{Koml\'os-Major-Tusn\'ady} approximation for the general empirical process and {H}aar expansion of classes of functions}, journal = jtp, volume = {7}, pages = {73--118}, year = {1994}, } @book{Konig:97book, author = {Heinz K{\"o}nig}, title = {Measure and Integration: An Advanced Course in Basic Procedures and Applications}, publisher = springer, year = {1997}, } @article{Kraft55ucps, author = {Charles Kraft}, title = {Some conditions for consistency and uniform consistency of statistical procedures}, journal = ucps, year = 1955, volume={2}, pages={125-142} } @book{Krickeberg:63book, author = {K. Krickeberg}, title = {Wahrscheinlichkeitstheorie}, publisher = {Teubner}, year = {1963}, note={English translation, 1965, Addison-Wesley} } @article{Kullback67IEEE, author = {S. Kullback}, title = {A lower bound for discrimination information in terms of variation}, journal = {IEEE Transactions on Information Theory}, volume = {13}, pages = {126--127}, year = {1967}, } @article{KunitaWatanabe67, author = {Hiroshi Kunita and Shinzo Watanabe}, title = {On square integrable martingales}, journal = {Nagoya Math. J.}, year = 1967, volume={30}, pages={209--245} } @book{KybergSmokler80, author = "Henry E. Kyberg and Howard E. Smokler", title = "Studies in Subjective Probability", publisher = "Krieger", year = "1980", OPTeditor = "", address = "Huntington, New York", edition = "Second", note = "Reprint of the 1964 Wiley edition" } LLL @Article{Lai94annstat, author = "Lai, T. L.", title = "Asymptotic properties of nonlinear least-squares estimates in stochastic regression models", journal = annstat, year = "1994", volume = "22", pages = "1917--1930", } @book{Lamperti:66book, author = "John Lamperti", title = "Probability: A Survey of the Mathematical Theory", publisher = "W. A. Benjamin", year = "1966", address = "New York", } @article{LandauShepp71, author = {H. J. Landau and L. A. Shepp}, title = {On the supremum of a {G}aussian process}, journal = sankhyaA, volume = 32, pages = {369--378}, year = 1970, } @book{LeadbetterLindgrenRootzen83, author = "M. R. Leadbetter and Georg Lindgren and Holger Rootz{\'e}n", title = "Extremes and Related Properties of Random Sequences and Processes", publisher = springer, year = "1983", } @book{Lebesgue02thesis, author = "Henri Lebesgue", title = {Int{\'e}grale, longueur, aire}, year = "1902", note = "Doctoral dissertation, submitted to Facult\'e des Sciences de Paris. Published separately in Ann. Mat. Pura Appl.~7. Included in the first volume of his {\it \OE uvres Scientifiques\/}, published in 1972 by L'Enseignement Math\'ematique" } @book{Lebesgue03thesisXXX, author = "Henri Lebesgue", title = {Int{\'e}grale, longeur, aire}, year = "1902", note = "{Doctoral dissertation, submitted to Facult\'e des Sciences de Paris. Published separately in Ann. Mat. Pura Appl.~7. Included in the first volume of his {\it \OE uvres Scientifiques\/}, published in 1972 by L'Enseignement Math\'ematique}" } @article{Lebesgue26development, author = "Henri Lebesgue", title = "Sur le d{\'e}veloppement de la notion d'int{\'e}grale", year = "1926", journal={Matematisk Tidsskrift~B}, note = "English version in the book {\it Measure and Integral}, edited and translated by Kenneth O. May" } @book{Lebesgue:04lecons, author = "Henri Lebesgue", title = "Le\c{c}ons sur l'integration et la recherche des fonctions primitives", publisher = "Gauthier-Villars", year = "1904", address = "Paris", edition = "First", note = "Included in the second volume of his {\it \OE uvres Scientifiques\/}, published in 1972 by L'Enseignement Math\'ematique. Second edition published in~1928. Third edition, `an unabridged reprint of the second edition, with minor changes and corrections', published in 1973 by Chelsea, New York" } @book{Lebesgue:28lecons, author = "Henri Lebesgue", title = "Le\c{c}ons sur l'integration et la recherche des fonctions primitives", publisher = "Chelsea", year = "1928", address = "New York", edition = "Second", note = "Second edition of \citeN{Lebesgue:04lecons}" } @article{LebowitzMartin-Lof72cmp, author = {Joel L. Lebowitz and Anders Martin-L{\"o}f}, title = "On the uniqueness of the equilibrium state for {I}sing spin systems", journal = cmp, year = "1972", volume = "25", pages = "276--282", } @article{LeCam73AS, AUTHOR = {Le~Cam, L.}, TITLE = {Convergence of estimates under dimensionality restrictions}, JOURNAL = annstat, YEAR = {1973}, VOLUME = {1}, PAGES = {38-53} } @techreport{LeCam88prohorov, author = lecam, title = {On the {P}rohorov distance between the empirical process and the associated {G}aussian bridge}, institution = {Department of Statistics, U.C. Berkeley}, year = 1988, note={Technical report No.~170} } @article{LeCam90ISR, AUTHOR = {Le~Cam, L.}, TITLE = {On the standard asymptotic confidence ellipsoids of Wald}, JOURNAL = isr, YEAR = {1990}, VOLUME = {58}, PAGES = {129--152} } @article{LeCam:53, author=lecam, title="On some asymptotic properties of maximum likelihood estimates and related {B}ayes estimates", journal=ucps, year="1953", volume="1", pages="277--330" } @article{LeCam:54weissnote, author = lecam, title = {Note on a theorem of {L}ionel {W}eiss}, journal = ams, year = {1954}, pages = {791-794}, volume = {25}, } @inproceedings{LeCam:56, author=lecam, title={On the asymptotic theory of estimation and testing hypotheses}, booktitle=thirdberk, editor={Jerzy Neyman}, year={1956}, volume={I}, publisher=ucpress, address={Berkeley}, pages={129--156} } @article{LeCam:57, author = lecam, title = {Convergence in distribution of stochastic processes}, journal="University of California Publications in Statistics", volume = {2}, pages = {207--236}, year = {1957}, } @article{LeCam:58, author= lecam, title=" Les propri\'{e}t\'{e}s asymptotiques des solutions de {B}ayes", journal="Publications de l'Institut de Statistique de l'Universit\'e de Paris", volume={7}, year={1958}, pages={17--35} } @article{LeCam:60, author=lecam, title={Locally asymptotically normal families of distributions}, journal=ucps, year="1960", volume="3", pages={37--98} } @inproceedings{LeCam:61berk, author=lecam, title="A stochastic description of precipitation", booktitle=fourthberk, editor={Jerzy Neyman}, publisher=ucpress, address={Berkeley}, vol={III}, year={1961}, pages={165--186} } @article{LeCam:64AMS, author= lecam, title="Sufficiency and approximate sufficiency", year={1964}, journal=ams, volume={35}, pages={1419-1455} } @incollection{LeCam:66Neymanfest, author= lecam, title="Likelihood functions for large numbers of independent observations", booktitle="Research Papers in Statistics", publisher ="Wiley", address="New York", editor="F. N. David", pages={167--187}, year={1966}, note={Festschrift for J. Neyman}, } @incollection{LeCam:65BBL, author= lecam, title="On the distribution of sums of independent random variables", booktitle="Bernouilli, Bayes, Laplace", publisher = springer, address="New York", editor="Jerzy Neyman and Lucien Le~Cam", pages={179--202}, year={1965}, note={Proceedings of a research seminar, UC Berkley 1963}, } @book{LeCam:69montreal, author = lecam, title = "Th\'eorie Asymptotique de la D\'ecision Statistique", publisher = "Les Presses de l' Universit\'e de Montr\'eal", year = "1969", } @article{LeCam:70AMS, author= lecam, title="On the assumptions used to prove asymptotic normality of maximum likelihood estimators", year={1970}, journal= ams, volume={41}, pages={802--828} } @inproceedings{LeCam:72, author=lecam, title={Limits of experiments}, booktitle=sixthberk, editor={Le Cam, L. and Neyman, J. and Scott, E. L. }, year={1972}, volume={I}, publisher=ucpress, address={Berkeley}, pages={245--261} } @inproceedings{LeCam:72berk, author=lecam, title={Limits of experiments}, booktitle=sixthberk, editor={Le Cam, L. and Neyman, J. and Scott, E. L. }, year={1972}, volume={I}, publisher=ucpress, address={Berkeley}, pages={245--261} } @article{LeCam:73AnnStat, author= lecam, title="Convergence of estimates under dimensionality restrictions", year={1973}, journal=annstat, volume={1}, pages={38--53} } @article{LeCam:73isi, author= lecam, title={Sur les contraintes impose{\'e}s par les passages {\`a} la limite usuels en statistique}, year={1973}, journal={Proceedings 39th Session of the International Statistical Insitute}, address={Vienna}, volume={XLV}, pages={169--177}, } @inproceedings{LeCam:77Neymansymp, author= lecam, title="On the asymptotic normality of estimates", booktitle="Proceedings of the IASPS Symposium", publisher ="Polish Scientific Publishers", address="Warsaw", pages={203-217}, year={1977}, note={Symposium to honor Jerzy Neyman}, } @incollection{LeCam:79hajek, author= lecam, title="On a theorem of {J. H\'ajek}", booktitle="Contributions to Statistics--H\'ajek Memorial Volume", publisher ="Akademia", address="Prague", editor="J. Jure\v{c}kov\'a", pages={119--135}, year={1979} } @inproceedings{LeCam:82SDT, author= lecam, title="On the risk of {B}ayes estimates", booktitle="Statistical Decision Theory and Related Topics III", editor="Gupta, S. S. and Berger, J. O.", volume={2}, year={1982}, publisher={Academic Press}, address={New York}, pages={121-138} } @incollection{LeCam:83book, author = lecam, title = "A remark on empirical measures", ADDRESS = {Belmont, California}, PUBLISHER = {Wadsworth}, year = "1983", editor = "P. J. Bickel and K. Doksum and J. L. Hodges", pages = "305-327", booktitle={Festschrift for Erich Lehmann} } @book{LeCam:86book, author= lecam, title={Asymptotic Methods in Statistical Decision Theory}, publisher=springer, address= "New York", year={1986} } @article{LeCam:86statsci, author= lecam, title="The central limit theorem around 1935", journal=statsci, volume={1}, year={1986}, pages={78--96} } @article{LeCam:90ISR, author= lecam, title="Maximum likelihood: an introduction", journal=isr, volume={58}, year={1990}, pages={153--172} } @book{LeCam:Yang:2000book, author="Le Cam, L. and Yang, G. L.", title={Asymptotics in Statistics: Some Basic Concepts}, publisher=springer, edition="2nd", year={2000} } @article{Lecam:Yang:88AS, author="Le Cam, L. and Yang, G. L.", title="On the preservation of local asymptotic normality under information loss", journal=annstat, volume={16} , year={1988}, pages={483--520} } @book{LeCam:Yang:90book, author="Le Cam, L. and Yang, G. L.", title={Asymptotics in Statistics: Some Basic Concepts}, publisher=springer, year={1990} } @book{Ledoux01conc, author = {Michel Ledoux}, title = {The Concentration of Measure Phenomenon}, publisher = {American Mathematical Society}, year = {2001}, series = {Mathematical Surveys and Monographs}, volume = {89}, } @article{Ledoux96StFlour, author = {Michel Ledoux}, title = {Isoperimetry and {G}aussian analysis}, journal = slnm, volume = {1648}, pages = {165--294}, year = {1996}, } @article{Ledoux96ESAIM, author = {Michel Ledoux}, title = {On {T}alagrand's deviation inequalities for product measures}, journal = ESAIM, volume = {1}, pages = {63--87}, year = {1996}, } @article{LedouxTalagrand89empproc, AUTHOR = {Ledoux, M. and Talagrand, M.}, TITLE = {Comparison theorems, random geometry and some limit theorems for empirical processes}, JOURNAL = annprob, YEAR = {1989}, VOLUME = {17}, PAGES = {596-631} } @book{LedouxTalagrand91book, AUTHOR = {Ledoux, M. and Talagrand, M.}, TITLE = {Probability in Banach Spaces: Isoperimetry and Processes}, BOOKTITLE = {Probability in Banach Spaces: Isoperimetry and Processes}, YEAR = {1991}, ADDRESS = {New York}, PUBLISHER = {Springer} } @book{Lehmann59TSH, AUTHOR = {Lehmann, E. L.}, TITLE = {Testing Statistical Hypotheses}, BOOKTITLE = {Testing Statistical Hypotheses}, YEAR = {1959}, ADDRESS = {New York}, PUBLISHER = {Wiley}, note= "Later edition published by Chapman and Hall" } @book{Lehmann83TPE, AUTHOR = {Lehmann, E. L.}, TITLE = {Theory of Point Estimation}, BOOKTITLE = {Theory of Point Estimation}, YEAR = {1983}, ADDRESS = {New York}, PUBLISHER = {Wiley}, note= "Later edition published by Chapman and Hall" } @article{Leventhal88markov, AUTHOR = {Leventhal, S.}, TITLE = {Uniform limit theorems for Harris recurrent markov chains}, JOURNAL = zw, YEAR = {1988}, VOLUME = {80}, PAGES = {101-118} } @article{Leventhal89MG, AUTHOR = {Leventhal, S.}, TITLE = {A uniform CLT for uniformly bounded families of martingale differences}, JOURNAL = {Journal of Theoretical Probability}, YEAR = {1989}, VOLUME = {2}, PAGES = {271-287} } @article{Levy22, author = "Paul L\'evy", title = "Sur la determination des lois de probabilit\'e par leurs fonctions caract{\'e}ristiques", journal = cras, year = "1922", volume = "175", pages = "854--856", } @book{Levy25book, author = "Paul L\'evy", title = {Calcul des Probabilit\'es}, publisher = {Gauthier-Villars}, year = {1925}, address = {Paris}, } @article{Levy31Studia, author = "Paul L\'evy", title = "Sur les s\'eries dont les termes sont des variables \'eventuelles ind\'ependantes", journal = studiamath, year = "1931", volume = "3", pages = "119-155", } @article{Levy34aensp, author = "Paul L\'evy", title = "Sur les int\'egrales dont les \'el\'ements sont des variables al\'eatoires ind\'ependantes", journal = {Ann. 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M. Liapounoff}, title = {Sur une proposition de la th\'eorie des probabilit{\'e}s}, journal = {Bulletin de l'Academie imp\'eriale des Sciences de St.~P\'etersbourg}, year = 1900, volume={13}, pages={359--386} } @article{Liapounoff1901, author = {A. M. Liapounoff}, title = {Nouvelle forme du th\'eor\`eme sur la limite de probabilit{\'e}s}, journal = {M\'emoires de l'Academie imp\'eriale des Sciences de St.~P\'etersbourg}, year = 1901, volume={12}, number = 5, } @book{Lifshits95book, author = {M. A. Lifshits}, title = {Gaussian Random Functions}, publisher = {Kluwer}, year = {1995}, } @book{Liggett85ips, author = "Thomas M. Liggett", title = "Interacting Particle Systems", publisher = springer, year = "1985", volume = "276", series = gmw, } @article{Lindeberg22, author = "J. W. 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B.}, TITLE = {Statistical Analysis with Missing Data}, BOOKTITLE = {Statistical Analysis with Missing Data}, YEAR = {1987}, ADDRESS = {New York}, PUBLISHER = {Wiley} } @book{Loeve77book, AUTHOR = {Lo\`{e}ve, M.}, TITLE = {Probability Theory,~4th~ed}, BOOKTITLE = {Probability Theory,~4th~ed}, YEAR = {1977}, ADDRESS = {New York}, PUBLISHER = {Springer}, NOTE = {Fourth Edition, Part~I} } @book{Loeve78book, AUTHOR = {Lo\`eve}, TITLE = {Probability Theory}, BOOKTITLE = {Probability Theory}, YEAR = {1978}, ADDRESS = {New York}, PUBLISHER = {Springer}, NOTE = {Fourth Edition, Part~II} } @article{Loeve:86levy, AUTHOR = {Lo\`{e}ve, M.}, title = {Paul {L}\'evy, 1886-1971}, journal = annprob, volume = 1, pages = {1-18}, year = {1973}, note = {Includes a list of L\'evy's publications}, } @misc{Lugosi2003ANU, author= "G{\'a}bor Lugosi", title="Concentration-of-measure inequalities", year={2003}, howpublished={Notes from the Summer School on Machine Learning, Australian National University. Available at http://www.econ.upf.es/\~{}lugosi/} } @book{LoomisStrenberg68book, AUTHOR = {Loomis, L.H. and Sternberg, S.}, TITLE = {Advanced Calculus}, BOOKTITLE = {Advanced Calculus}, YEAR = {1968}, ADDRESS = {Reading, MA}, PUBLISHER = {Addison>-Wesley} } MMM @techreport{Major2000KMT, author = {P\'eter Major}, title = {The approximation of the normalized empirical ditribution function by a {B}rownian bridge}, institution = {Mathematical Institute of the Hungarian Academy of Sciences}, year = 2000, note={Notes available from http://www.renyi.hu/\~{}major/} } @article{Major76zfw1, author = {P\'eter Major}, title = {The approximation of partial sums of independent rv's}, journal = zw, year = 1976, volume={35}, pages={213--220} } @article{mammen86AS, author = {Enno Mammen}, title = {The statistical information contained in additional observations}, journal = annstat, volume = {14}, pages = {665--678}, year = {1986}, } @article{MannWald43, author = {H. B. Mann and A. Wald}, title = {On stochastic limit and order relationships}, journal = ams, volume = {14}, pages = {217--226}, year = {1943}, } @article{Manski75score, AUTHOR = {Manski, C.F.}, TITLE = {Maximum score estimation of the stochastic utility model of choice}, JOURNAL = {J. Econometrics}, YEAR = {1975}, VOLUME = {3}, PAGES = {205-228} } @article{Manski85asympScore, AUTHOR = {Manski, C.F.}, TITLE = {Semiparametric analysis of discrete response: asymptotic properties of the maximum score estimator}, JOURNAL = {J. Econometrics}, YEAR = {1985}, VOLUME = {27}, PAGES = {313-333} } @article{Manski87EcoRev, AUTHOR = {Manski, C.F.}, TITLE = {Comment on a paper of {H}orowitz and {N}eumann}, JOURNAL = {Econometric Reviews}, YEAR = {1987}, VOLUME = {6}, PAGES = {59--64} } @book{MarcusPisier81book, AUTHOR = {Marcus, M.B. and Pisier, G.}, TITLE = {Random Fourier Series with Applications to Harmonic Analysis}, BOOKTITLE = {Random Fourier Series with Applications to Harmonic Analysis}, YEAR = {1981}, ADDRESS = {Princeton NJ}, PUBLISHER = {Princeton University Press} } @article{MarcusShepp72BS, author = {M. B. Marcus and L. A. Shepp}, title = {Sample behavior of {G}aussian processes}, journal = sixthberk, volume = {2}, pages = {423--441}, year = {1972}, } @article{Marczewski53, author = {E. Marczewski}, title = {On compact measures}, journal = fmath, year = 1953, pages={113--124} } @book{Maritz81book, author = {J. S. Maritz}, title = {Distribution-Free Statistical Methods}, publisher = {Chapman and Hall}, year = {1981}, } @incollection{Mason2001KMT, AUTHOR = {David M. Mason}, TITLE = {Notes on the {KMT} {B}rownian bridge approximation to the uniform empirical process}, YEAR = {2001}, PAGES = {351-369}, EDITOR = {N. Balakrishnan and I. A. Ibragimov and V. B. Nevzorov}, BOOKTITLE = {Asymptotic Methods in Probability and Statistics with Applications}, ADDRESS = {Boston}, PUBLISHER = {Birkh\"auser} } @article{Massart02AIHP, AUTHOR = {Massart, P.}, TITLE = {Strong approximation for multivariate empirical and related processes, via {KMT} constructions}, JOURNAL = aihp, YEAR = {2003}, VOLUME = {38}, PAGES = {991-1007} } @article{Massart86rates, AUTHOR = {Massart, P.}, TITLE = {Rates of convergence in the central limit theorem for empirical processes}, JOURNAL = aihp, YEAR = {1986}, VOLUME = {22}, PAGES = {381-423} } @phdthesis{Massart87Dissertation, AUTHOR = {Massart, P.}, TITLE = {Quelques problemes de vitesse de convergence pour des processus empiriques}, YEAR = {1987}, SCHOOL = {Universit\'e Paris Sud, Centre d'Orsay}, NOTE = {Chapter~1A= Massart~(1986); Chapter~1B = ``Invariance principles for empirical processes: the weakly dependent case} } @article{Massart89AP, AUTHOR = {Massart, P.}, TITLE = {Strong approximation for multivariate empirical and related processes, via {KMT} constructions}, JOURNAL = annprob, YEAR = {1989}, VOLUME = {17}, PAGES = {266--291} } @misc{Massart03Flour, author= "Pascal Massart", title="{Saint-Flour Lecture Notes}", howpublished="Available at http://www.math.u-psud.fr/\~{}massart/", month={July}, year={2003}, } @book{McCullaghNelder89book, author = {McCullagh, P. and Nelder, J. 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