Index of /~pollard/Papers

 Name                      Last modified      Size  Description
 chromatic.30june08.pdf    30-Jun-2008 14:27  214K  
 chromatic.14april2008.pdf 14-Apr-2008 20:47  410K  
 LNMS5512.pdf              30-May-2007 07:50  152K  
 Concentration.14jan07.pdf 14-Jan-2007 17:41  293K  
 Pollard89StatSci.pdf      19-Oct-2006 20:21  4.6M  
 PollardRadchenko.pdf      19-Oct-2006 19:42  232K  
 august 1986.pdf           19-Oct-2006 16:41  893K  
 Pollard82ITT.pdf          19-Oct-2006 16:35  859K  
 december1982.pdf          19-Oct-2006 16:29  759K  
 Pollard91ET.pdf           19-Oct-2006 16:13  488K  
 chang-pollard.pdf         19-Oct-2006 16:10  430K  
 PDreport-11apr97.pdf      12-Jul-2005 12:23  521K  
 pollardBDI.1july02.pdf    29-Sep-2003 20:48  185K  
 Tusnady3.pdf              29-Sep-2003 16:08  136K  
 thoughts.pdf              23-May-2000 10:12   77K  
 PDreport.pdf              19-Aug-1997 13:21  434K  
 convex.pdf                11-Jun-1997 13:22  247K  

Pollard preprints

Concentration.14jan07.pdf =  A note on Talagrand's convex hull concentration inequality

The paper reexamines an argument by Talagrand that leads to a remarkable exponential tail bound for the concentration of probability near a set. The main novelty is the replacement of a mysterious calculus inequality by an application of Jensen's inequality.

Tusnady3.pdf =  Tusnady's inequality revisited (with Andrew Carter)

Tusnady's inequality is the key ingredient in the KMT/Hungarian coupling of the empirical distribution function with a Brownian Bridge. We present an elementary proof of a result that sharpens the Tusnady inequality, modulo constants. Our method uses the beta integral representation of Binomial tails, simple Taylor expansion, and some novel bounds for the ratios of normal tail probabilities.

thoughts.pdf  = Some thoughts on Le Cam's statistical decision theory

The paper contains some musings about the abstractions introduced by Lucien Le Cam into the asymptotic theory of statistical inference and decision theory. A short, selfcontained proof of a key result (existence of randomizations via convergence in distribution of likelihood ratios), and an outline of a proof of a local asymptotic minimax theorem, are presented as an illustration of how Le Cam's approach leads to conceptual simplifications of asymptotic theory.

pollardBDI.1july02.pdf = Maximal inequalities via bracketing with adaptive truncation

Abstract. The paper provides a recursive interpretation for the technique known as bracketing with adaptive truncation. By way of illustration, a simple bound is derived for the expected value of the supremum of an empirical process, thereby leading to a simpler derivation of a functional central limit limit due to Ossiander. The recursive method is also abstracted into a framework that consists of only a small number of assumptions about processes and functionals indexed by sets of functions. In particular, the details of the underlying probability model are condensed into a single inequality involving finite sets of functions. A functional central limit theorem of Doukhan, Massart and Rio, for empirical processes defined by absolutely regular sequences, motivates the generalization.

convex.pdf = Asymptotics for minimisers of convex processes (with Nils Lid Hjort)

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to a fair range of different statistical estimation problems, including Cox regression, logistic and Poisson regression, least absolute deviation regression outside model conditions, and pseudo-likelihood estimation for Markov chains. Our paper has two aims. The first is to exposit the method itself, which in many cases, under reasonable regularity conditions, leads to new proofs that are simpler than the traditional proofs. Our second aim is to exploit the method to its limits for logistic regression and Cox regression, where we seek asymptotic results under as weak regularity conditions as possible. For Cox regression in particular we are able to weaken previously published regularity conditions substantially.