High dimensional probability II. 2nd international conference, Univ. of Washington, DC, USA, August 1--6, 1999
The articles of this volume will be reviewed individually. The 1996 conference has been reviewed (see Zbl 0883.00024). Indexed articles: \textit{de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung}, Moment bounds for self-normalized martingales, 3-11 [Zbl 0967.60052] \textit{Giné, Evarist; Latała, Rafał; Zinn, Joel}, Exponential and moment inequalities for \(U\)-statistics, 13-38 [Zbl 0969.60024] \textit{Götze, Friedrich; Zaitsev, Andrei Yu.}, A multiplicative inequality for concentration functions of \(n\)-fold convolutions, 39-47 [Zbl 0969.60023] \textit{Pinelis, Iosif}, On exact maximal Khinchine inequalities, 49-63 [Zbl 0971.60012] \textit{Rosiński, Jan}, Strong exponential integrability of martingales with increments bounded by a sequence of numbers, 65-76 [Zbl 0981.60006] \textit{Gaenssler, Peter; Rost, Daniel}, On uniform laws of large numbers for smoothed empirical measures, 77-87 [Zbl 0974.60014] \textit{Radulović, Dragan; Wegkamp, Marten}, Weak convergence of smoothed empirical processes: Beyond Donsker classes, 89-105 [Zbl 0973.60025] \textit{Rost, Daniel}, Limit theorems for smoothed empirical processes, 107-113 [Zbl 0968.60023] \textit{van der Vaart, Aad; Wellner, Jon A.}, Preservation theorems for Glivenko-Cantelli and uniform Glivenko-Cantelli classes, 115-133 [Zbl 0967.60037] \textit{Fernique, X.}, Continuity of some random Gaussian functions with values in \(l_p\), \( 1\leq p<\infty\), 137-161 [Zbl 0970.60039] \textit{Li, Wenbo V.; Shao, Qi-Man}, A note on the Gaussian correlation conjecture, 163-171 [Zbl 0968.60032] \textit{Marcus, Michael B.}, Probability estimates for lower levels of certain Gaussian processes with stationary increments, 173-179 [Zbl 0973.60040] \textit{Deheuvels, Paul; Einmahl, Uwe; Mason, David M.}, Asymptotic independence of the local empirical process indexed by functions, 183-205 [Zbl 0970.60033] \textit{Peskir, Goran}, The Azéma-Yor embedding in Brownian motion with drift, 207-221 [Zbl 0967.60046] \textit{Sakhanenko, Alexander I.}, A new way to obtain estimates in the invariance principle, 223-245 [Zbl 0971.60032] \textit{Chen, Xia}, On the law of the iterated logarithm for local times of recurrent random walks, 249-259 [Zbl 0982.60014] \textit{Einmahl, Uwe; Kuelbs, James}, A general compact law of the iterated logarithm in Banach spaces, 261-278 [Zbl 0972.60018] \textit{de Acosta, A.}, Dominating points for general sequences of random vectors, 281-291 [Zbl 0977.60032] \textit{Menneteau, Ludovic}, Large deviations for local empirical measures, 293-312 [Zbl 0966.60022] \textit{Bradley, Richard C.}, An example concerning tightness of sums of \(B\)-valued random variables, 315-327 [Zbl 0965.60020] \textit{Khoshnevisan, Davar; Xiao, Yimin}, Images and level sets of additive random walks, 329-345 [Zbl 0969.60052] \textit{De Coninck, Joël; Jurek, Zbigniew J.}, Lee-Yang models, selfdecomposability and negative-definite functions., 349-357 [Zbl 1071.82524] \textit{Misiewicz, Jolanta K.; Tabisz, Krzysztof}, When an isotropic random vector is pseudo-isotropic, 359-366 [Zbl 0968.60017] \textit{Ossiander, Mina}, Support fragmentation for multiplicative cascade measures, 367-376 [Zbl 0971.60052] \textit{Szulga, Jerzy; Molz, Fred}, On simulating fractional Brownian motion, 377-387 [Zbl 0963.65009] \textit{Belitser, Eduard; van de Geer, Sara}, On robust recursive nonparametric curve estimation, 391-403 [Zbl 0958.62035] \textit{Devroye, Luc; Lugosi, Gábor}, Variable kernel estimates: On the impossibility of tuning the parameters, 405-424 [Zbl 0961.62026] \textit{Eggermont, Paul; LaRiccia, Vincent}, Almost sure asymptotic optimality of cross validation for spline smoothing, 425-441 [Zbl 0958.62047] \textit{Koltchinskii, Vladimir; Panchenko, Dmitriy}, Rademacher processes and bounding the risk of function learning., 443-457 [Zbl 1106.68385] \textit{Haeusler, Erich; Plies, Christiane}, Bootstrapping empirical distributions under auxiliary information, 461-476 [Zbl 0963.62041] \textit{Kim, Peter T.}, On the characteristic function of the matrix von Mises-Fisher distribution with application to \(SO(N)\)-deconvolution, 477-492 [Zbl 0970.60024] \textit{Koltchinskii, Vladimir; Sakhanenko, Lyudmila}, Testing for ellipsoidal symmetry of a multivariate distribution, 493-510 [Zbl 0958.62056]
scientific article; zbMATH DE number 1526734