Mathematical Statistics and Limit Theorems: Festschrift in Honour of Paul Deheuvels

Front Matter....Pages i-x
Paul Deheuvels: Mentor, Advocate for Statistics, and Applied Statistician....Pages 1-6
Lacunary Series and Stable Distributions....Pages 7-19
High-Dimensional $$p$$ p -Norms....Pages 21-40
Estimating and Detecting Jumps. Applications to $$D\left[ 0,1\right] $$ D 0 , 1 -Valued Linear Processes....Pages 41-66
A Sharp Abelian Theorem for the Laplace Transform....Pages 67-92
On Bahadur–Kiefer Type Processes for Sums and Renewals in Dependent Cases....Pages 93-103
Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions....Pages 105-123
On Sequential Empirical Distribution Functions for Random Variables with Mean Zero....Pages 125-146
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result....Pages 147-165
Asymptotic Normality of Binned Kernel Density Estimators for Non-stationary Dependent Random Variables....Pages 167-187
Approximation of a Random Process with Variable Smoothness....Pages 189-208
A Cramér–von Mises Test for Gaussian Processes....Pages 209-229
New $$U$$ U -empirical Tests of Symmetry Based on Extremal Order Statistics, and Their Efficiencies....Pages 231-248
Optimal Rank-Based Tests for the Location Parameter of a Rotationally Symmetric Distribution on the Hypersphere....Pages 249-269
Some Extensions of Singular Mixture Copulas....Pages 271-286
Strong Laws of Large Numbers in an $$F^\alpha $$ F α -Scheme....Pages 287-303
On Two Results of P. Deheuvels....Pages 305-308
Some Topics in Probability Theory....Pages 309-314
Back Matter....Pages 315-326