Some preprints by M. A. Arcones

On the law of the iterated logarithm for Gaussian processes. 1995. Journal of Theoretical Probability 8 877-903.

The large deviation principle for stochastic processes. 2003. Theory of Probability and its Applications. 47 567-583. 2004. Theory of Probability and its Applications. 48 19-44.

Large deviations of empirical processes. (2003). In "High Dimensional Probability III" 205-223. Edited by J. Hoffmann-Jorgensen, M. B. Marcus and J. A. Wellner. Birkhauser, Boston.

Moderate deviations of empirical processes. (2003). In "Stochastic Inequalities and Applications" 189-212. Edited by E. Giné, C. Houdré and D. Nualart. Birkhauser, Boston.

Large and moderate deviations of empirical processes with nonstandard rates. 2002. Statistics & Probability Letters 57 315-326.

Moderate deviations for M-estimators. 2002. Test 11 465-500.

The large deviation principle of certain series. 2004. European Series in Applied and Industrial Mathematics: Probabilites et Statistique. 8 200-220.

The large deviation principle for local processes. 2001.

Large deviation of M-estimators. 2006. Annals of the Institute of Statistical Mathematics. 58 21-52.

Confidence regions of fixed volume based on the likelihood ratio test. 2005. Far East Journal of Theoretical Statistics. 15 121-141.

Bahadur efficiency of the likelihood ratio test. 2005. Mathematical Methods of Statistics 14 163-179.

Some new tests for normality based on U-processes. 2006. With Y. Wang. Statistics & Probability Letters 76 69-82.

Two tests for multivariate normality based on the characteristic function. 2007. Mathematical Methods of Statistics. 16. 177-201.

A normality test for the errors of the linear model. 2008. International Journal of Statistics and Systems.

Minimax estimators of the coverage probability of the impermissible error for a location family. 2008. Statistics & Decisions. 28, 1001–1043

Talk on "Minimax estimators of the coverage probability of the impermissible error for a location family".