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

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. . 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