Add to ORKGWe establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials
AbstractLet {Xi, i⩾0} be a sequence of independent identically distributed random variables with fin...
The use of the exponential distribution and its multivariate generalizations is extremely popular in...
2010 Mathematics Subject Classification: 62G30, 62E10.Two characterizations of the exponential distr...
AbstractConsider the sum Z=∑n=1∞λn(ηn−Eηn), where ηn are independent gamma random variables with sha...
In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. ...
AbstractWe consider partial sums Sn=X1+X2+⋯+Xn,n∈N, of i.i.d. random variables with moments E(X1)=0,...
À paraître dans Statistics and Probability Letters.We study large partial sums, localized with respe...
Assume that {ξ1, ξ2, …} are independent and possibly nonidentically distributed random variable...
Berry-Esseen bounds for U-statistics under the optimal moment conditions were derived by Koroljuk an...
Author's draft, December 21, 2007We consider the Breitung (2002, Journal of Econometrics 108, 343–36...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
International audienceIn this paper we are interested in finding upper functions for a collection re...
Complete convergence is studied for linear statistics that are weighted sums of identically distribu...
Let \( X \) be a Gaussian zero mean vector with \( Var(X) = B \). Then \( \| X \|^{2} \) well concen...
AbstractIn Statistics, generalized means of positive random variables are often considered. As is we...
AbstractLet {Xi, i⩾0} be a sequence of independent identically distributed random variables with fin...
The use of the exponential distribution and its multivariate generalizations is extremely popular in...
2010 Mathematics Subject Classification: 62G30, 62E10.Two characterizations of the exponential distr...
AbstractConsider the sum Z=∑n=1∞λn(ηn−Eηn), where ηn are independent gamma random variables with sha...
In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. ...
AbstractWe consider partial sums Sn=X1+X2+⋯+Xn,n∈N, of i.i.d. random variables with moments E(X1)=0,...
À paraître dans Statistics and Probability Letters.We study large partial sums, localized with respe...
Assume that {ξ1, ξ2, …} are independent and possibly nonidentically distributed random variable...
Berry-Esseen bounds for U-statistics under the optimal moment conditions were derived by Koroljuk an...
Author's draft, December 21, 2007We consider the Breitung (2002, Journal of Econometrics 108, 343–36...
International audienceWe show sharp bounds for probabilities of large deviations for sums of indepen...
International audienceIn this paper we are interested in finding upper functions for a collection re...
Complete convergence is studied for linear statistics that are weighted sums of identically distribu...
Let \( X \) be a Gaussian zero mean vector with \( Var(X) = B \). Then \( \| X \|^{2} \) well concen...
AbstractIn Statistics, generalized means of positive random variables are often considered. As is we...
AbstractLet {Xi, i⩾0} be a sequence of independent identically distributed random variables with fin...
The use of the exponential distribution and its multivariate generalizations is extremely popular in...
2010 Mathematics Subject Classification: 62G30, 62E10.Two characterizations of the exponential distr...