@inproceedings{MTMT:33868992, title = {On Transportation of Mini-batches: A Hierarchical Approach}, url = {https://m2.mtmt.hu/api/publication/33868992}, author = {Khai Nguyen and Dang Nguyen and Quoc Nguyen and Tung Pham and Hung Bui and Dinh Phung and Trung Le and Nhat Ho}, booktitle = {39th International Conference on Machine Learning (ICML)}, unique-id = {33868992}, abstract = {Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the average of their costs and transportation plans. Despite its scalability advantage, the m-OT does not consider the relationship between mini-batches which leads to undesirable estimation. Moreover, the m-OT does not approximate a proper metric between probability measures since the identity property is not satisfied. To address these problems, we propose a novel mini-batch scheme for optimal transport, named Batch of Mini-batches Optimal Transport (BoMb-OT), that finds the optimal coupling between mini-batches and it can be seen as an approximation to a well-defined distance on the space of probability measures. Furthermore, we show that the m-OT is a limit of the entropic regularized version of the BoMb-OT when the regularized parameter goes to infinity. Finally, we carry out experiments on various applications including deep generative models, deep domain adaptation, approximate Bayesian computation, color transfer, and gradient flow to show that the BoMb-OT can be widely applied and performs well in various applications.}, year = {2022} } @article{MTMT:31423412, title = {EMPIRICAL PROCESSES FOR RECURRENT AND TRANSIENT RANDOM WALKS IN RANDOM SCENERY}, url = {https://m2.mtmt.hu/api/publication/31423412}, author = {Guillotin-Plantard, Nadine and Pene, Francoise and Wendler, Martin}, doi = {10.1051/ps/2019030}, journal-iso = {ESAIM-PROBAB STAT}, journal = {ESAIM-PROBABILITY AND STATISTICS}, volume = {24}, unique-id = {31423412}, issn = {1292-8100}, abstract = {In this paper, we are interested in the asymptotic behaviour of the sequence of processes (W-n(s,t))(s,t is an element of[0,1]) withW-n(s,t) := Sigma(left perpendicularn tright perpendicular)(k=1) (1({xi Sk <= s}) - s)where (xi(x), x is an element of Z(d)) is a sequence of independent random variables uniformly distributed on [0, 1] and (S-n)(n is an element of N) is a random walk evolving in Z(d), independent of the xi's. In M. Wendler [Stoch. Process. Appl. 126 (2016) 2787-2799], the case where (S-n)(n is an element of N) is a recurrent random walk in Z such that (n(-1/alpha)S(n))(n >= 1) converges in distribution to a stable distribution of index alpha, with alpha is an element of (1, 2], has been investigated. Here, we consider the cases where (S-n)(n is an element of N) is either:(a) a transient random walk in Z(d),(b) a recurrent random walk in Z(d) such that (n(-1/d)S(n))(n >= 1) converges in distribution to a stable distribution of index d is an element of{1, 2}.}, keywords = {Random walk; empirical process; Random scenery}, year = {2020}, eissn = {1262-3318}, pages = {127-137} } @article{MTMT:30379896, title = {Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity}, url = {https://m2.mtmt.hu/api/publication/30379896}, author = {Kuersteiner, G.M.}, doi = {10.1016/j.jeconom.2018.12.015}, journal-iso = {J ECONOMETRICS}, journal = {JOURNAL OF ECONOMETRICS}, volume = {211}, unique-id = {30379896}, issn = {0304-4076}, abstract = {This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and Pötscher (2007). More specifically, their bracketing metric entropy bounds are extended to a norm defined in Doukhan, Massart and Rio (1995, henceforth DMR) that depends both on the marginal distribution of the process and on the mixing coefficients. Using these bounds, and based on a result in DMR, it is shown that for the class of weighted Besov spaces polynomially decaying tail behavior of the function class is sufficient to obtain a functional central limit theorem under minimal dependence conditions. A second class of functions that allow for a functional central limit theorem under minimal conditions are smooth functions defined on bounded sets. Similarly, a functional CLT for polynomially explosive tail behavior is obtained under additional moment conditions that are easy to check. An application to a Hausman (1978) specification test for linearity of the conditional mean illustrates the theory. © 2018}, keywords = {ENTROPY; Banach Spaces; Image coding; Invariance principle; Mixing; Mixing; empirical process; empirical process; Functional central limit theorem; Dependent process; Dependent process; Hausman test; Besov classes; Besov classes; Hausman tests; Marginal distribution; Mixing coefficient}, year = {2019}, eissn = {1872-6895}, pages = {243-261} } @article{MTMT:30498617, title = {LARGE SAMPLE THEORY FOR MERGED DATA FROM MULTIPLE SOURCES}, url = {https://m2.mtmt.hu/api/publication/30498617}, author = {Saegusa, Takumi}, doi = {10.1214/18-AOS1727}, journal-iso = {ANN STAT}, journal = {ANNALS OF STATISTICS}, volume = {47}, unique-id = {30498617}, issn = {0090-5364}, abstract = {We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not identified and (3) a sample from the same data source is dependent due to sampling without replacement. We propose and study a new weighted empirical process and extend empirical process theory to a dependent and biased sample with duplication. Specifically, we establish the uniform law of large numbers and uniform central limit theorem over a class of functions along with several empirical process results under conditions identical to those in the i.i.d. setting. As applications, we study infinite-dimensional M-estimation and develop its consistency, rates of convergence and asymptotic normality. Our theoretical results are illustrated with simulation studies and a real data example.}, keywords = {CALIBRATION; Data integration; empirical process; nonregular; sampling without replacement; semiparametric model}, year = {2019}, eissn = {2168-8966}, pages = {1585-1615} } @article{MTMT:27270351, title = {Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds}, url = {https://m2.mtmt.hu/api/publication/27270351}, author = {Pang, Guodong and Zhou, Yuhang}, doi = {10.1007/s11134-017-9550-1}, journal-iso = {QUEUEING SYST}, journal = {QUEUEING SYSTEMS}, volume = {88}, unique-id = {27270351}, issn = {0257-0130}, year = {2018}, eissn = {1572-9443}, pages = {1-25} } @article{MTMT:27521882, title = {Change point estimation based on Wilcoxon tests in the presence of long-range dependence}, url = {https://m2.mtmt.hu/api/publication/27521882}, author = {Betken, Annika}, doi = {10.1214/17-EJS1323}, journal-iso = {ELECTRON J STAT}, journal = {ELECTRONIC JOURNAL OF STATISTICS}, volume = {11}, unique-id = {27521882}, issn = {1935-7524}, year = {2017}, eissn = {1935-7524}, pages = {3633-3672} } @article{MTMT:26119045, title = {The sequential empirical process of a random walk in random scenery}, url = {https://m2.mtmt.hu/api/publication/26119045}, author = {Wendler, M}, doi = {10.1016/j.spa.2016.03.002}, journal-iso = {STOCH PROC APPL}, journal = {STOCHASTIC PROCESSES AND THEIR APPLICATIONS}, volume = {126}, unique-id = {26119045}, issn = {0304-4149}, year = {2016}, eissn = {1879-209X}, pages = {2787-2799} } @article{MTMT:24318864, title = {Weak convergence of the weighted sequential empirical process of some long-range dependent data}, url = {https://m2.mtmt.hu/api/publication/24318864}, author = {Buchsteiner, J}, doi = {10.1016/j.spl.2014.09.022}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {96}, unique-id = {24318864}, issn = {0167-7152}, year = {2015}, eissn = {1879-2103}, pages = {170-179} } @article{MTMT:25263410, title = {A Note on the smooth estimator of the quantile function with left-truncated dATA}, url = {https://m2.mtmt.hu/api/publication/25263410}, author = {Kahrobaeian, P and Fakoor, V}, journal-iso = {J IRAN STAT SO}, journal = {JOURNAL OF THE IRANIAN STATISTICAL SOCIETY, JIRSS}, volume = {14}, unique-id = {25263410}, issn = {1726-4057}, year = {2015}, eissn = {2538-189X}, pages = {107-118} } @article{MTMT:25753988, title = {A sequential empirical CLT for multiple mixing processes with application to B-geometrically ergodic Markov chains}, url = {https://m2.mtmt.hu/api/publication/25753988}, author = {Dehling, Herold and Durieu, Olivier and Tusche, Marco}, doi = {10.1214/EJP.v19-3216}, journal-iso = {ELECTRON J PROBAB}, journal = {ELECTRONIC JOURNAL OF PROBABILITY}, volume = {19}, unique-id = {25753988}, issn = {1083-6489}, year = {2014}, eissn = {1083-6489} } @article{MTMT:24297302, title = {An Empirical Process Central Limit Theorem for Multidimensional Dependent Data}, url = {https://m2.mtmt.hu/api/publication/24297302}, author = {Durieu, O and Tusche, M}, doi = {10.1007/s10959-012-0450-3}, journal-iso = {J THEOR PROBAB}, journal = {JOURNAL OF THEORETICAL PROBABILITY}, volume = {27}, unique-id = {24297302}, issn = {0894-9840}, year = {2014}, eissn = {1572-9230}, pages = {249-277} } @article{MTMT:24337649, title = {Extensions of some classical methods in change point analysis}, url = {https://m2.mtmt.hu/api/publication/24337649}, author = {Horvath, L and Rice, G}, doi = {10.1007/s11749-014-0368-4}, journal-iso = {TEST-SPAIN}, journal = {TEST}, volume = {23}, unique-id = {24337649}, issn = {1133-0686}, year = {2014}, eissn = {1863-8260}, pages = {219-255} } @article{MTMT:24297936, title = {Estimation of the quantile function using Bernstein-Durrmeyer polynomials}, url = {https://m2.mtmt.hu/api/publication/24297936}, author = {Pepelyshev, A and Rafajlowicz, E and Steland, A}, doi = {10.1080/10485252.2013.826355}, journal-iso = {J NONPARAMETR STAT}, journal = {JOURNAL OF NONPARAMETRIC STATISTICS}, volume = {26}, unique-id = {24297936}, issn = {1048-5252}, year = {2014}, eissn = {1029-0311}, pages = {1-20} } @book{MTMT:26119046, title = {Long-memory processes: Probabilistic properties and statistical methods}, url = {https://m2.mtmt.hu/api/publication/26119046}, isbn = {9783642355127}, author = {Beran, J and Feng, Y and Ghosh, S and Kulik, R}, doi = {10.1007/978-3-642-35512-7}, publisher = {Springer Netherlands}, unique-id = {26119046}, year = {2013} } @article{MTMT:23649659, title = {Strong approximation results for the empirical process of stationary sequences}, url = {https://m2.mtmt.hu/api/publication/23649659}, author = {Dedecker, J and Merlevède, F and Rio, E}, doi = {10.1214/12-AOP798}, journal-iso = {ANN PROBAB}, journal = {ANNALS OF PROBABILITY}, volume = {41}, unique-id = {23649659}, issn = {0091-1798}, year = {2013}, eissn = {2168-894X}, pages = {3658-3696} } @article{MTMT:22947029, title = {Two-parameter heavy-traffic limits for infinite-server queues with dependent service times}, url = {https://m2.mtmt.hu/api/publication/22947029}, author = {Pang, G and Whitt, W}, doi = {10.1007/s11134-012-9303-0}, journal-iso = {QUEUEING SYST}, journal = {QUEUEING SYSTEMS}, volume = {73}, unique-id = {22947029}, issn = {0257-0130}, year = {2013}, eissn = {1572-9443}, pages = {119-146} } @article{MTMT:24318865, title = {Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators}, url = {https://m2.mtmt.hu/api/publication/24318865}, author = {Zähle, H}, doi = {10.1080/02331888.2013.800075}, journal-iso = {STATISTICS-ABINGDON}, journal = {STATISTICS}, volume = {48}, unique-id = {24318865}, issn = {0233-1888}, year = {2013}, eissn = {1029-4910}, pages = {951-964} } @article{MTMT:22945789, title = {Asymptotic behaviors of the lorenz curve for left truncated and dependent data}, url = {https://m2.mtmt.hu/api/publication/22945789}, author = {Bolbolian, Ghalibaf M and Fakoor, V and Azarnoosh, HA}, journal-iso = {J SCI ISLAM REP IRAN}, journal = {JOURNAL OF SCIENCES, ISLAMIC REPUBLIC OF IRAN}, volume = {23}, unique-id = {22945789}, issn = {1016-1104}, year = {2012}, pages = {171-177} } @article{MTMT:22945786, title = {Test of symmetry based on copula function}, url = {https://m2.mtmt.hu/api/publication/22945786}, author = {Bouzebda, S and Cherfi, M}, doi = {10.1016/j.jspi.2011.12.009}, journal-iso = {J STAT PLAN INFER}, journal = {JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, volume = {142}, unique-id = {22945786}, issn = {0378-3758}, year = {2012}, eissn = {1873-1171}, pages = {1262-1271} } @{MTMT:22946951, title = {M-Dependence Approximation for Dependent Random Variables}, url = {https://m2.mtmt.hu/api/publication/22946951}, author = {Lin, ZY and Liu, WD}, booktitle = {PROBABILITY APPROXIMATIONS AND BEYOND}, doi = {10.1007/978-1-4614-1966-2_9}, unique-id = {22946951}, year = {2012}, pages = {117-133} } @article{MTMT:22947035, title = {Infinite-server queues with batch arrivals and dependent service times}, url = {https://m2.mtmt.hu/api/publication/22947035}, author = {Pang, G and Whitt, W}, doi = {10.1017/S0269964811000337}, journal-iso = {PROBAB ENG INFORM SC}, journal = {PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES}, volume = {26}, unique-id = {22947035}, issn = {0269-9648}, year = {2012}, eissn = {1469-8951}, pages = {197-220} } @article{MTMT:22947032, title = {The impact of dependent service times on large-scale service systems}, url = {https://m2.mtmt.hu/api/publication/22947032}, author = {Pang, G and Whitt, W}, doi = {10.1287/msom.1110.0363}, journal-iso = {M&SOM-MANUF SERV OP}, journal = {M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT}, volume = {14}, unique-id = {22947032}, issn = {1523-4614}, year = {2012}, eissn = {1526-5498}, pages = {262-278} } @article{MTMT:23477124, title = {Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction}, url = {https://m2.mtmt.hu/api/publication/23477124}, author = {Steland, A}, doi = {10.1080/03610918.2012.625853}, journal-iso = {COMMUN STAT-SIMUL C}, journal = {COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION}, volume = {41}, unique-id = {23477124}, issn = {0361-0918}, year = {2012}, eissn = {1532-4141}, pages = {1195-1219} } @article{MTMT:22945784, title = {U-processes, U-quantile processes and generalized linear statistics of dependent data}, url = {https://m2.mtmt.hu/api/publication/22945784}, author = {Wendler, M}, doi = {10.1016/j.spa.2011.11.010}, journal-iso = {STOCH PROC APPL}, journal = {STOCHASTIC PROCESSES AND THEIR APPLICATIONS}, volume = {122}, unique-id = {22945784}, issn = {0304-4149}, year = {2012}, eissn = {1879-209X}, pages = {787-807} } @article{MTMT:22945790, title = {The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data}, url = {https://m2.mtmt.hu/api/publication/22945790}, author = {Ajami, M and Fakoor, V and Jomhoori, S}, doi = {10.1016/j.spl.2011.03.033}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {81}, unique-id = {22945790}, issn = {0167-7152}, year = {2011}, eissn = {1879-2103}, pages = {1306-1310} } @article{MTMT:22945792, title = {K-sample problem using strong approximations of empirical copula processes}, url = {https://m2.mtmt.hu/api/publication/22945792}, author = {Bouzebda, S and Keziou, A and Zari, T}, doi = {10.3103/S1066530711010029}, journal-iso = {MATH METHOD STAT}, journal = {MATHEMATICAL METHODS OF STATISTICS}, volume = {20}, unique-id = {22945792}, issn = {1066-5307}, year = {2011}, eissn = {1934-8045}, pages = {14-29} } @article{MTMT:22945793, title = {Empirical processes of multidimensional systems with multiple mixing properties}, url = {https://m2.mtmt.hu/api/publication/22945793}, author = {Dehling, H and Durieu, O}, doi = {10.1016/j.spa.2011.01.010}, journal-iso = {STOCH PROC APPL}, journal = {STOCHASTIC PROCESSES AND THEIR APPLICATIONS}, volume = {121}, unique-id = {22945793}, issn = {0304-4149}, year = {2011}, eissn = {1879-209X}, pages = {1076-1096} } @article{MTMT:22945794, title = {Asymptotic behaviors of the Lorenz curve under strong mixing}, url = {https://m2.mtmt.hu/api/publication/22945794}, author = {Fakoor, V and Rad, NN}, journal-iso = {PAK J STAT}, journal = {PAKISTAN JOURNAL OF STATISTICS}, volume = {27}, unique-id = {22945794}, issn = {1012-9367}, year = {2011}, pages = {231-239} } @article{MTMT:23649682, title = {Some asymptotic results of kernel density estimators under random left-truncation and dependent data}, url = {https://m2.mtmt.hu/api/publication/23649682}, author = {Fakoor, V and Jomhoori, S}, doi = {10.1080/03610926.2010.508297}, journal-iso = {COMMUN STAT-THEOR M}, journal = {COMMUNICATIONS IN STATISTICS-THEORY AND METHODS}, volume = {40}, unique-id = {23649682}, issn = {0361-0926}, year = {2011}, eissn = {1532-415X}, pages = {4249-4262} } @article{MTMT:22945795, title = {Asymptotic behaviors of the lorenz curve for censored data under strong mixing}, url = {https://m2.mtmt.hu/api/publication/22945795}, author = {Ghalibaf, MB and Fakoor, V and Azarnoosh, HA}, doi = {10.1080/03610920903391360}, journal-iso = {COMMUN STAT-THEOR M}, journal = {COMMUNICATIONS IN STATISTICS-THEORY AND METHODS}, volume = {40}, unique-id = {22945795}, issn = {0361-0926}, year = {2011}, eissn = {1532-415X}, pages = {323-332} } @article{MTMT:22945798, title = {Strong Gaussian approximations of product-limit and quantile processes for strong mixing and censored data}, url = {https://m2.mtmt.hu/api/publication/22945798}, author = {Fakoor, V and Rad, NN}, doi = {10.1080/03610920903020779}, journal-iso = {COMMUN STAT-THEOR M}, journal = {COMMUNICATIONS IN STATISTICS-THEORY AND METHODS}, volume = {39}, unique-id = {22945798}, issn = {0361-0926}, year = {2010}, eissn = {1532-415X}, pages = {2271-2279} } @article{MTMT:23583626, title = {Strong uniform consistency of kernel density estimators under a censored dependent model}, url = {https://m2.mtmt.hu/api/publication/23583626}, author = {Fakoor, V}, doi = {10.1016/j.spl.2009.11.005}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {80}, unique-id = {23583626}, issn = {0167-7152}, year = {2010}, eissn = {1879-2103}, pages = {318-323} } @article{MTMT:22945797, title = {Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing}, url = {https://m2.mtmt.hu/api/publication/22945797}, author = {Ghalibaf, MB and Fakoor, V and Azarnoosh, HA}, doi = {10.1016/j.spl.2009.12.013}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {80}, unique-id = {22945797}, issn = {0167-7152}, year = {2010}, eissn = {1879-2103}, pages = {581-586} } @article{MTMT:22945799, title = {Bahadur representation of linear kernel quantile estimator of VaR under α -mixing assumptions}, url = {https://m2.mtmt.hu/api/publication/22945799}, author = {Wei, X and Yang, S and Yu, K and Yang, X and Xing, G}, doi = {10.1016/j.jspi.2010.01.002}, journal-iso = {J STAT PLAN INFER}, journal = {JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, volume = {140}, unique-id = {22945799}, issn = {0378-3758}, year = {2010}, eissn = {1873-1171}, pages = {1620-1634} } @article{MTMT:169525, title = {Asymptotic results for the empirical process of stationary sequences}, url = {https://m2.mtmt.hu/api/publication/169525}, author = {Berkes, István and Hörmann, S and Schauer, J}, doi = {10.1016/j.spa.2008.06.010}, journal-iso = {STOCH PROC APPL}, journal = {STOCHASTIC PROCESSES AND THEIR APPLICATIONS}, volume = {119}, unique-id = {169525}, issn = {0304-4149}, keywords = {CENTRAL-LIMIT-THEOREM; WEAK-CONVERGENCE; empirical process; Strong invariances; strong approximation; Kiefer process; LINEAR-PROCESSES; APPROXIMATION THEOREMS; CONDITIONAL HETEROSKEDASTICITY; DEPENDENT SEQUENCES; INVARIANCE-PRINCIPLES; MIXING RANDOM-VARIABLES; ITERATED RANDOM FUNCTIONS; AUGMENTED GARCH SEQUENCES}, year = {2009}, eissn = {1879-209X}, pages = {1298-1324} } @book{MTMT:22488853, title = {Optimal Transport, old and new}, url = {https://m2.mtmt.hu/api/publication/22488853}, author = {C, Villani}, publisher = {Springer Netherlands}, unique-id = {22488853}, year = {2009} } @article{MTMT:22945800, title = {New techniques for empirical processes of dependent data}, url = {https://m2.mtmt.hu/api/publication/22945800}, author = {Dehling, H and Durieu, O and Volny, D}, doi = {10.1016/j.spa.2009.07.003}, journal-iso = {STOCH PROC APPL}, journal = {STOCHASTIC PROCESSES AND THEIR APPLICATIONS}, volume = {119}, unique-id = {22945800}, issn = {0304-4149}, year = {2009}, eissn = {1879-209X}, pages = {3699-3718} } @article{MTMT:22945802, title = {Asymptotic expansion for ISE of kernel density estimators under censored dependent model}, url = {https://m2.mtmt.hu/api/publication/22945802}, author = {Fakoor, V and Jomhoori, S and Azarnoosh, H}, doi = {10.1016/j.spl.2009.05.003}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {79}, unique-id = {22945802}, issn = {0167-7152}, year = {2009}, eissn = {1879-2103}, pages = {1809-1817} } @article{MTMT:22945814, title = {Optimal Transport: Old and New}, url = {https://m2.mtmt.hu/api/publication/22945814}, author = {Villani, C}, doi = {10.1007/978-3-540-71050-9}, volume = {338}, unique-id = {22945814}, year = {2009}, pages = {1-973} } @article{MTMT:169005, title = {Empirical processes in probabilistic number theory: the LIL for the discrepancy of (n_k \omega) mod 1}, url = {https://m2.mtmt.hu/api/publication/169005}, author = {Berkes, István and Philipp, W and Tichy, RF}, journal-iso = {ILLINOIS J MATH}, journal = {ILLINOIS JOURNAL OF MATHEMATICS}, volume = {50}, unique-id = {169005}, issn = {0019-2082}, keywords = {RANDOM-VARIABLES}, year = {2006}, pages = {107-145} } @inproceedings{MTMT:24297364, title = {From dimension estimation to asymptotics of dependent U-statistics}, url = {https://m2.mtmt.hu/api/publication/24297364}, author = {Borovkova, S and Burton, R and Dehling, H}, booktitle = {Limit Theorems in Probability and Statistics I}, publisher = {Bolyai János Matematikai Társulat (BJMT)}, unique-id = {24297364}, year = {2002}, pages = {201-234} } @article{MTMT:12010729, title = {Some remarks on coupling of dependent random variables}, url = {https://m2.mtmt.hu/api/publication/12010729}, author = {Peligrad, M}, doi = {10.1016/S0167-7152(02)00318-8}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {60}, unique-id = {12010729}, issn = {0167-7152}, year = {2002}, eissn = {1879-2103}, pages = {201-209} } @article{MTMT:23477183, title = {Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation}, url = {https://m2.mtmt.hu/api/publication/23477183}, author = {Borovkova, S and Burton, R and Dehling, H}, doi = {10.1090/S0002-9947-01-02819-7}, journal-iso = {T AM MATH SOC}, journal = {TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY}, volume = {353}, unique-id = {23477183}, issn = {0002-9947}, year = {2001}, eissn = {1088-6850}, pages = {4261-4318} } @article{MTMT:12009201, title = {Speed of convergence of classical empirical processes in p-variation norm}, url = {https://m2.mtmt.hu/api/publication/12009201}, author = {Huang, YC and Dudley, RM}, doi = {10.1214/aop/1015345765}, journal-iso = {ANN PROBAB}, journal = {ANNALS OF PROBABILITY}, volume = {29}, unique-id = {12009201}, issn = {0091-1798}, year = {2001}, eissn = {2168-894X}, pages = {1625-1636} } @article{MTMT:22945807, title = {Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables}, url = {https://m2.mtmt.hu/api/publication/22945807}, author = {Fotopoulos, SB}, doi = {10.1016/S0378-3758(99)00162-7}, journal-iso = {J STAT PLAN INFER}, journal = {JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, volume = {86}, unique-id = {22945807}, issn = {0378-3758}, year = {2000}, eissn = {1873-1171}, pages = {31-50} } @article{MTMT:23476997, title = {Asymptotic behavior of multivariate perturbed empirical distribution function with dependent variables. Comportement asymptotique de la fonction de répartition empirique perturbée multivariée à variables dépendantes}, url = {https://m2.mtmt.hu/api/publication/23476997}, author = {Harel, M and Ragbi, B}, journal-iso = {B BELG MATH SOC-SIM}, journal = {BULLETIN OF THE BELGIAN MATHEMATICAL SOCIETY-SIMON STEVIN}, volume = {6}, unique-id = {23476997}, issn = {1370-1444}, year = {1999}, eissn = {2034-1970}, pages = {321-335} } @article{MTMT:22945809, title = {An overview on weak dependence of stationary sequences}, url = {https://m2.mtmt.hu/api/publication/22945809}, author = {Paul, D}, journal-iso = {ACTA CIENTIFICA VENEZOLANA}, journal = {ACTA CIENTIFICA VENEZOLANA}, volume = {49}, unique-id = {22945809}, issn = {0001-5504}, year = {1998}, pages = {78-93} } @article{MTMT:22945810, title = {Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series}, url = {https://m2.mtmt.hu/api/publication/22945810}, author = {Lu, Z and Cheng, P}, doi = {10.1016/S0378-3758(97)00045-1}, journal-iso = {J STAT PLAN INFER}, journal = {JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, volume = {65}, unique-id = {22945810}, issn = {0378-3758}, year = {1997}, eissn = {1873-1171}, pages = {67-86} } @article{MTMT:22945811, title = {The change-point problem for dependent observations}, url = {https://m2.mtmt.hu/api/publication/22945811}, author = {Giraitis, L and Leipus, R and Surgailis, D}, doi = {10.1016/0378-3758(95)00148-4}, journal-iso = {J STAT PLAN INFER}, journal = {JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, volume = {53}, unique-id = {22945811}, issn = {0378-3758}, year = {1996}, eissn = {1873-1171}, pages = {297-310} } @article{MTMT:25749918, title = {A note on strong approximation for quantile processes of strong mixing sequences}, url = {https://m2.mtmt.hu/api/publication/25749918}, author = {Yu, H}, doi = {10.1016/0167-7152(95)00194-8}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {30}, unique-id = {25749918}, issn = {0167-7152}, year = {1996}, eissn = {1879-2103}, pages = {1-7} } @article{MTMT:23477001, title = {The law of the iterated logarithm for empirical processes under absolute regularity}, url = {https://m2.mtmt.hu/api/publication/23477001}, author = {Arcones, MA}, doi = {10.1007/BF02212887}, journal-iso = {J THEOR PROBAB}, journal = {JOURNAL OF THEORETICAL PROBABILITY}, volume = {8}, unique-id = {23477001}, issn = {0894-9840}, year = {1995}, eissn = {1572-9230}, pages = {433-451} } @article{MTMT:23477002, title = {INVARIANCE-PRINCIPLES FOR ABSOLUTELY REGULAR EMPIRICAL PROCESSES}, url = {https://m2.mtmt.hu/api/publication/23477002}, author = {DOUKHAN, P and MASSART, P and RIO, E}, journal-iso = {ANN I H POINCARE-PR}, journal = {ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES}, volume = {31}, unique-id = {23477002}, issn = {0246-0203}, year = {1995}, eissn = {1778-7017}, pages = {393-427} } @article{MTMT:25749925, title = {STRONG APPROXIMATION OF THE QUANTILE PROCESSES AND ITS APPLICATIONS UNDER STRONG MIXING PROPERTIES}, url = {https://m2.mtmt.hu/api/publication/25749925}, author = {FOTOPOULOS, SB and AHN, SK}, doi = {10.1006/jmva.1994.1047}, journal-iso = {J MULTIVARIATE ANAL}, journal = {JOURNAL OF MULTIVARIATE ANALYSIS}, volume = {51}, unique-id = {25749925}, issn = {0047-259X}, year = {1994}, eissn = {1095-7243}, pages = {17-45} } @article{MTMT:23477003, title = {THE LIL FOR THE EMPIRICAL MULTIVARIATE DISTRIBUTION FUNCTION UNDER ALPHA-MIXING - APPLICATION}, url = {https://m2.mtmt.hu/api/publication/23477003}, author = {OULDSAID, E}, journal-iso = {CR ACAD SCI I MATH}, journal = {COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE}, volume = {318}, unique-id = {23477003}, issn = {0764-4442}, year = {1994}, pages = {759-763} } @article{MTMT:26119048, title = {Bernstein-type large deviations inequalities for partial sums of strong mixing processes}, url = {https://m2.mtmt.hu/api/publication/26119048}, author = {Bosq, D}, doi = {10.1080/02331888308802389}, journal-iso = {STATISTICS-ABINGDON}, journal = {STATISTICS}, volume = {24}, unique-id = {26119048}, issn = {0233-1888}, year = {1993}, eissn = {1029-4910}, pages = {59-70} } @article{MTMT:23477004, title = {UNIFORM STRONG ESTIMATION UNDER ALPHA-MIXING, WITH RATES}, url = {https://m2.mtmt.hu/api/publication/23477004}, author = {CAI, ZW and ROUSSAS, GG}, doi = {10.1016/0167-7152(92)90284-C}, journal-iso = {STAT PROBABIL LETT}, journal = {STATISTICS & PROBABILITY LETTERS}, volume = {15}, unique-id = {23477004}, issn = {0167-7152}, year = {1992}, eissn = {1879-2103}, pages = {47-55} } @article{MTMT:23477006, title = {INVARIANCE-PRINCIPLES FOR U-STATISTICS AND VON MISES FUNCTIONALS}, url = {https://m2.mtmt.hu/api/publication/23477006}, author = {BABBEL, B}, doi = {10.1016/0378-3758(89)90099-2}, journal-iso = {J STAT PLAN INFER}, journal = {JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, volume = {22}, unique-id = {23477006}, issn = {0378-3758}, year = {1989}, eissn = {1873-1171}, pages = {337-354} } @article{MTMT:23583591, title = {WEAK-CONVERGENCE OF RESIDUAL MEDIAN PROCESS FOR DEPENDENT OR RANDOMLY CENSORED SAMPLES}, url = {https://m2.mtmt.hu/api/publication/23583591}, author = {MUSTAFI, CK}, doi = {10.1080/03610928908830079}, journal-iso = {COMMUN STAT-THEOR M}, journal = {COMMUNICATIONS IN STATISTICS-THEORY AND METHODS}, volume = {18}, unique-id = {23583591}, issn = {0361-0926}, year = {1989}, eissn = {1532-415X}, pages = {3087-3093} } @article{MTMT:26119049, title = {Empirical Distribution Function for Mixing Random Variables. Application in Nonparametric Hazard Estimation}, url = {https://m2.mtmt.hu/api/publication/26119049}, author = {Sarda, P and Vieu, P}, doi = {10.1080/02331888908802207}, journal-iso = {STATISTICS-ABINGDON}, journal = {STATISTICS}, volume = {20}, unique-id = {26119049}, issn = {0233-1888}, year = {1989}, eissn = {1029-4910}, pages = {559-571} } @article{MTMT:25749939, title = {INVARIANCE-PRINCIPLES FOR RENEWAL PROCESSES}, url = {https://m2.mtmt.hu/api/publication/25749939}, author = {CSORGO, M and HORVATH, L and STEINEBACH, J}, doi = {10.1214/aop/1176991986}, journal-iso = {ANN PROBAB}, journal = {ANNALS OF PROBABILITY}, volume = {15}, unique-id = {25749939}, issn = {0091-1798}, year = {1987}, eissn = {2168-894X}, pages = {1441-1460} } @article{MTMT:23477233, title = {ALMOST SURE INVARIANCE-PRINCIPLES FOR THE EMPIRICAL PROCESS OF LACUNARY SEQUENCES}, url = {https://m2.mtmt.hu/api/publication/23477233}, author = {DHOMPONGSA, S}, doi = {10.1007/BF01956313}, journal-iso = {ACTA MATH HUNG}, journal = {ACTA MATHEMATICA HUNGARICA}, volume = {49}, unique-id = {23477233}, issn = {0236-5294}, year = {1987}, eissn = {1588-2632}, pages = {83-102} } @article{MTMT:26163471, title = {On Quantile Processes for m-Dependent RV’s}, url = {https://m2.mtmt.hu/api/publication/26163471}, author = {Emad-Eldin, E-E and Aly, AA}, doi = {10.1080/02331888708802039}, journal-iso = {STATISTICS-ABINGDON}, journal = {STATISTICS}, volume = {18}, unique-id = {26163471}, issn = {0233-1888}, year = {1987}, eissn = {1029-4910}, pages = {423-435} } @article{MTMT:25748824, title = {VARIANTS ON THE LAW OF THE ITERATED LOGARITHM}, url = {https://m2.mtmt.hu/api/publication/25748824}, author = {BINGHAM, NH}, doi = {10.1112/blms/18.5.433}, journal-iso = {B LOND MATH SOC}, journal = {BULLETIN OF THE LONDON MATHEMATICAL SOCIETY}, volume = {18}, unique-id = {25748824}, issn = {0024-6093}, year = {1986}, eissn = {1469-2120}, pages = {432-467} } @article{MTMT:26119170, title = {UNIFORM LAWS OF THE ITERATED LOGARITHM FOR LIPSCHITZ CLASSES OF FUNCTIONS}, url = {https://m2.mtmt.hu/api/publication/26119170}, author = {DHOMPONGSA, S}, journal-iso = {ACTA SCI MATH (SZEGED)}, journal = {ACTA SCIENTIARUM MATHEMATICARUM (SZEGED)}, volume = {50}, unique-id = {26119170}, issn = {0001-6969}, year = {1986}, pages = {105-124} } @article{MTMT:23583601, title = {ON THE ASYMPTOTIC PROPERTIES OF A KERNEL TYPE QUANTILE ESTIMATOR FROM CENSORED SAMPLES}, url = {https://m2.mtmt.hu/api/publication/23583601}, author = {LIO, YL and PADGETT, WJ and YU, KF}, doi = {10.1016/0378-3758(86)90154-0}, journal-iso = {J STAT PLAN INFER}, journal = {JOURNAL OF STATISTICAL PLANNING AND INFERENCE}, volume = {14}, unique-id = {23583601}, issn = {0378-3758}, year = {1986}, eissn = {1873-1171}, pages = {169-177} } @article{MTMT:23477516, title = {INVARIANCE-PRINCIPLES FOR PARTIAL SUM PROCESSES AND EMPIRICAL PROCESSES INDEXED BY SETS}, url = {https://m2.mtmt.hu/api/publication/23477516}, author = {MORROW, GJ and PHILIPP, W}, doi = {10.1007/BF01845991}, journal-iso = {PROBAB THEORY REL}, journal = {PROBABILITY THEORY AND RELATED FIELDS}, volume = {73}, unique-id = {23477516}, issn = {0178-8051}, year = {1986}, eissn = {1432-2064}, pages = {11-42} } @article{MTMT:26119051, title = {A note on invariance principles for v. Mises' statistics}, url = {https://m2.mtmt.hu/api/publication/26119051}, author = {Denker, M and Grillenberger, C and Keller, G}, doi = {10.1007/BF01897813}, journal-iso = {METRIKA}, journal = {METRIKA}, volume = {32}, unique-id = {26119051}, issn = {0026-1335}, year = {1985}, eissn = {1435-926X}, pages = {197-214} } @article{MTMT:23477013, title = {APPROXIMATIONS OF M-OVERLAPPING SPACINGS PROCESSES}, url = {https://m2.mtmt.hu/api/publication/23477013}, author = {BEIRLANT, J and HORVATH, L}, journal-iso = {SCAND J STAT}, journal = {SCANDINAVIAN JOURNAL OF STATISTICS}, volume = {11}, unique-id = {23477013}, issn = {0303-6898}, year = {1984}, eissn = {1467-9469}, pages = {225-245} } @article{MTMT:1029330, title = {THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS}, url = {https://m2.mtmt.hu/api/publication/1029330}, author = {Csörgő, Sándor and Hall, P}, doi = {10.1111/j.1467-842X.1984.tb01233.x}, journal-iso = {AUST J STAT}, journal = {AUSTRALIAN JOURNAL OF STATISTICS}, volume = {26}, unique-id = {1029330}, issn = {0004-9581}, year = {1984}, pages = {189-218} } @article{MTMT:23477264, title = {APPROXIMATION THEOREMS FOR STRONGLY MIXING RANDOM-VARIABLES}, url = {https://m2.mtmt.hu/api/publication/23477264}, author = {BRADLEY, RC}, journal-iso = {MICH MATH J}, journal = {MICHIGAN MATHEMATICAL JOURNAL}, volume = {30}, unique-id = {23477264}, issn = {0026-2285}, year = {1983}, eissn = {1945-2365}, pages = {69-81} } @article{MTMT:25753028, title = {Invariance principles for sums of Banach space valued random elements and empirical processes}, url = {https://m2.mtmt.hu/api/publication/25753028}, author = {Dudley, RM and Philipp, W}, doi = {10.1007/BF00534202}, journal-iso = {Z WAHRSC VERW GEBIETE}, journal = {ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE}, volume = {62}, unique-id = {25753028}, issn = {0044-3719}, year = {1983}, pages = {509-552} } @article{MTMT:23477278, title = {ALMOST SURE APPROXIMATION THEOREMS FOR THE MULTIVARIATE EMPIRICAL PROCESS}, url = {https://m2.mtmt.hu/api/publication/23477278}, author = {PHILIPP, W and PINZUR, L}, doi = {10.1007/BF00535346}, journal-iso = {Z WAHRSC VERW GEBIETE}, journal = {ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE}, volume = {54}, unique-id = {23477278}, issn = {0044-3719}, year = {1980}, pages = {1-13} } @article{MTMT:1923467, title = {Approximation theorems for independent and weakly dependent random vectors}, url = {https://m2.mtmt.hu/api/publication/1923467}, author = {Berkes, István and Philipp, W}, doi = {10.1214/aop/1176995146}, journal-iso = {ANN PROBAB}, journal = {ANNALS OF PROBABILITY}, volume = {7}, unique-id = {1923467}, issn = {0091-1798}, abstract = {In this paper we prove approximation theorems of the following type. Let {Xk,k⩾1} be a sequence of random variables with values in Rdk,dk⩾1 and let {Gk,k⩾1} be a sequence of probability distributions on Rdk with characteristic functions gk respectively. If for each k⩾1 the conditional characteristic function of Xk given X1,⋯,Xk−1 is close to gk and if Gk has small tails, then there exists a sequence of independent random variables Yk with distribution Gk such that |Xk−Yk| is small with large probability. As an application we prove almost sure invariance principles for sums of independent identically distributed random variables with values in Rd and for sums of ϕ-mixing random variables with a logarithmic mixing rate.}, year = {1979}, eissn = {2168-894X}, pages = {29-54} }