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  • © 2015

Mathematical Statistics and Limit Theorems

Festschrift in Honour of Paul Deheuvels

  • A modern compilation of research results in the intersection of mathematical statistics and probability theory

  • With a special focus on limit theorems

  • Gives a broad survey over new results in the field

  • Includes supplementary material: sn.pub/extras

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Table of contents (18 chapters)

  1. Front Matter

    Pages i-x
  2. Lacunary Series and Stable Distributions

    • István Berkes, Robert Tichy
    Pages 7-19
  3. High-Dimensional \(p\)-Norms

    • Gérard Biau, David M. Mason
    Pages 21-40
  4. A Sharp Abelian Theorem for the Laplace Transform

    • Maëva Biret, Michel Broniatowski, Zansheng Cao
    Pages 67-92
  5. Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions

    • El Hadji Deme, Stéphane Girard, Armelle Guillou
    Pages 105-123
  6. On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result

    • Marc Hallin, Ramon van den Akker, Bas J. M. Werker
    Pages 147-165
  7. Asymptotic Normality of Binned Kernel Density Estimators for Non-stationary Dependent Random Variables

    • Michel Harel, Jean-François Lenain, Joseph Ngatchou-Wandji
    Pages 167-187
  8. Approximation of a Random Process with Variable Smoothness

    • Enkelejd Hashorva, Mikhail Lifshits, Oleg Seleznjev
    Pages 189-208
  9. A Cramér–von Mises Test for Gaussian Processes

    • Gennady Martynov
    Pages 209-229
  10. Some Extensions of Singular Mixture Copulas

    • Dominic Lauterbach, Dietmar Pfeifer
    Pages 271-286
  11. Strong Laws of Large Numbers in an \(F^\alpha \)-Scheme

    • Paul Doukhan, Oleg I. Klesov, Josef G. Steinebach
    Pages 287-303
  12. On Two Results of P. Deheuvels

    • Ju-Yi Yen, Marc Yor
    Pages 305-308
  13. Some Topics in Probability Theory

    • Ju-Yi Yen, Marc Yor
    Pages 309-314
  14. Back Matter

    Pages 315-326

About this book

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.

Editors and Affiliations

  • European Centre for Advanced Research in Economics and Statistics, Université Libre de Bruxelles, Bruxelles, Belgium

    Marc Hallin

  • Department of Applied Economics and Statistics, University of Delaware, Newark, USA

    David M. Mason

  • School of Mathematics and Science, Carl von Ossietzky University, Oldenburg, Germany

    Dietmar Pfeifer

  • Mathematical Institute, University of Cologne, Köln, Germany

    Josef G. Steinebach

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access