PUBLICATIONS

  1. The bootstrap of the mean with arbitrary bootstrap sample size. (With E. Giné). 1989. Annales de l'Institute Henri Poincare 25 457-481.

  2. Some bootstrap tests of symmetry for univariate symmetric distributions. (With E. Giné). 1991. Annals of Statistics 19 1496-1511.

  3. Additions ad correction to " the bootstrap of the mean with arbitrary bootstrap sample size". (With E. Giné). 1991. Annales de l'Institute Henri Poincaré 27 583-595.

  4. On the bootstrap of M-estimators and other statistical functionals. (With E. Giné). 1992. Exploring the Limits of Bootstrap. 13-47. Edit. by R. LePage and L. Billard. Wiley, New York.

  5. The bootstrap of U and V-statistics. (With E. Giné). 1992. Annals of Statistics 20 655-674.

  6. Partial-sum processes with random locations and indexed by Vapnik-Cervonenkis classes of sets in arbitrary sample space. (With P. Gaennsler and K. Ziegler). 1992. Probability in Banach Spaces, 8 379-389. Birkhauser, Boston.

  7. Large deviations for U-statistics. 1992. Journal of Multivariate Analysis 42 299-301.

  8. On the arg-max of a Gaussian process. 1992. Statistics and Probability Letters 15 73-374.

  9. On decoupling, series expansion and tail behavior of chaos processes. (With E. Giné). 1993. Journal of Theoretical Probability 6 101-122.

  10. Limit theorems for U-processes. (With E. Giné). 1993. Annals of Probability 21 1494-1542.

  11. The law of the iterated logarithm for U-processes. 1993. Journal of Multivariate Analysis. 47 139-151.

  12. Central limit theorems for empirical and U-processes of stationary mixing sequences. (With B. Yu). 1994. Journal of Theoretical Probability 7 47-71.

  13. Limits of canonical U-processes and B-valued U-statistics. 1994. Journal of Theoretical Probability. 7 339-349.

  14. Limit theorems for empirical processes under dependence. (With B. Yu). 1994. Chaos Expansions, Multiple Wiener-Ito Integrals and Their Applications. 205-221. Edited by C. Houdré and V. Pérez-Abreu. CRC Press, Inc. Boca Raton, Florida.

  15. The central limit theorem for U-processes indexed by Holder's functions. 1994. Statistics and Probability Letters 20 57-62.

  16. On the weak Bahadur-Kiefer representation for M-estimators. 1994. In Probability in Banach Spaces, 9. 357-372. Edts. J. Hoffmann-Jorgensen, J. Kuelbs and M. B. Marcus. Birkhauser, Boston.

  17. U-processes indexed by Vapnik-Cervonenkis classes of functions with applications to asymptotics and bootstrap of U-statistic with estimated parameters. With E. Giné. 1994. Stochastic Processes and their Applications. 52 17-83.

  18. Some strong limit theorems for M-estimators. 1994. Stochastic Processes and their Applications 53 241-268.

  19. Distributional convergence of M-estimators under unusual rates. 1994. Statistics and Probability Letters 21 271-280.

  20. Estimators related to U-processes with applications to multivariate medians: asymptotic normality. (With Z. Chen and E. Giné). 1994. Annals of Statistics 22 1460-1477.

  21. Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors. 1994. Annals of Probability 22 2242-2274.

  22. A Bernstein-type inequality for U-statistics and U-processes. 1995. Statistics and Probability Letters 22 223-230.

  23. The law of the iterated logarithm for empirical processes under absolute regularity. 1995. Journal of Theoretical Probability 8 433-451.

  24. On the law of the iterated logarithm for canonical U-statistics and processes. (With E. Giné). 1995. Stochastic Processes and their Applications 58 217-245.

  25. On the central limit theorem for U-statistics under absolute regularity. 1995. Statistics and Probability Letters 24 245-249.

  26. Asymptotic normality of multivariate trimmed means. 1995. Statistics and Probability Letters 25 43-53.

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

  28. The asymptotic accuracy of the bootstrap of U-quantiles. 1995. Annals of Statistics 23 1802-1822.

  29. Some remarks on the uniform weak convergence of stochastic processes. 1996. Statistics and Probability Letters 28 41-49.

  30. On the Bahadur-Kiefer representation of Lp regression estimators. 1996. Econometric Theory 12 257-283.

  31. Weak convergence of stochastic processes indexed by smooth functions. 1996. Stochastic Processes and their Applications 62 115-138.

  32. The Bahadur-Kiefer representation for U-quantiles. 1996. Annals of Statistics 24 1400-1422.

  33. The law of the iterated logarithm for a triangular array of empirical processes. (1997) Electronical Journal of Probability, volumen 2, Paper no. 5, 1-39.

  34. A general approach to Bahadur-Kiefer representations for M-estimators. 1997. (With D. M. Mason). Math. Methods Statist. 6 267-292.

  35. On the weak convergence of convex stochastic processes. 1998. Statistics and Probability Letters 37 171-182.

  36. Weak convergence of the row sums of a triangular array of empirical processes. 1998. High Dimensional Probability. Progress in Probability 43 1-25. Birkhauser-Verlag, Basel.

  37. The Bahadur-Kiefer representation of two dimensional spatial medians. 1998. Annals of the Institute of Statistical Mathematics 50 71-86.

  38. Second order representations of the least absolute deviation regression estimator. 1998. Annals of the Institute of Statistical Mathematics 50 87-117.

  39. Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions. 1998. Stochastic Processes and their Applications 73 195-231.

  40. Asymptotic theory for M-estimators over a convex kernel. 1998. Econometric Theory 14 387-422.

  41. The law of the large numbers for U-statistics under absolute regularity. 1998. Electronic Communications in Probability 3 13-19.

  42. A remark on approximate M-estimators. 1998. Statistics and Probability Letters. 38 311-321.

  43. The law of the large numbers for U-statistics for 2m-wise independent random variables. 1998. Statistics and Probability Letters. 40 75-81.

  44. Lp-estimators as a parameter of location for a sharp-pointed symmetric density. 1998. Scandinavian Journal of Statistics. 25 693-715.

  45. Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions. 1999) Electronic Journal of Probability, Vol. 4 Paper no. 7, pages 1-17.

  46. The class of Gaussian chaos of order two is closed by taking limits in distribution. In "Advances in Stochastic Inequalities". 1999. Contemporary Mathematics. Vol. 234. 13-19. American Mathematical Society, Providence, Rhode Island.

  47. The law of the iterated logarithm over a stationary Gaussian sequence of random vectors. 1999. Journal of Theoretical Probability. 12 615-641.

  48. Rates of convergence of Lp-estimators for a density with an infinity cusp. 1999. Journal of Statistical Planning and Inference. 81 33-50.

  49. Distributional limit theorems over a stationary Gaussian sequence of random variables. 2000. Stochastic Processes and their Applications. 88 135-159.

  50. On the asymptotic behavior of certain estimator of a distribution satisfying a uniform stochastic ordering constraint. With F. J. Samaniego. 2000. Annals of Statistics. 28 116-150.

  51. M-estimators converging to a stable limit. 2000. Journal of Multivariate Analysis. 74 193-221.

  52. Asymptotic distribution of regression M-estimators. 2001. Journal of Statistical Planning and Inference. 97 235-261

  53. Nonparametric Estimation of a Distribution Subject to a Stochastic Precedence Constraint. (with P. H. Kvam and F. J. Samaniego). 2002. Journal of the American Statistical Association. Theory and Methods. 97 170-182.

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

  55. Distributional limit theorems for empirical processes generated by functions of a stationary Gaussian process. 2002. In "Empirical Process Techniques for Dependent Data" 257-271. Edited by H. Dehling, T. Mikosch and M. Sorensen. Birkhauser, Boston.

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

  57. On the asymptotic accuracy of the bootstrap under arbitrary resampling size. 2003. Annals of the Institute of Statistical Mathematics. 55 563-583.

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

  59. 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.

  60. The large deviation principle for stochastic processes I. 2003. Theory of Probability and its Applications. 47 567-583.

  61. The large deviation principle for stochastic processes. II. 2004. Theory of Probability and its Applications. 48 19-44

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

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

  64. Convergence of the optimal M-estimator over a parametric family of M-estimators. 2005. Test 14 281-315.

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

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

  67. Empirical Projection Depth Processes. 2006. With H. Cui and Y. Zuo. Test. 15 151-178.

  68. Large deviations for M-estimators. 2006. Annals of the Institute of Statistical Mathematics. 58 21-52.

  69. On the Bahadur slope of the Lilliefors and the Cramer-von Mises tests of normality. 2006. IMS Lecture Notes–Monograph Series, Vol. 51 196–206.

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

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

  72. A normality test for the errors of the linear model. 2008. International Journal of Statistics and Systems. 3 1-32.

  73. Some new normality tests for the error of a linear regression model. (With Y. Wang). 2009. Far East Journal of Theoretical Statistics 28 57-105.

    TO APPEAR


  74. Asymptotic distribution of the most powerful invariant test for separate families. To appear in Proceedings of the The Fifth International Conference on High Dimensional Probability.


    SUBMISSIONS



SPECIAL PUBLICATIONS


  1. Arcones Study Manual for SOA Exam P/CAS Exam 1. Self-published manual. Available at Mad River.

  2. Arcones Study Manual for SOA Exam FM/CAS Exam 2. Self-published manual. Available at Mad River.

  3. Arcones' Manual for SOA Exam MLC. Self-published manual. Available at Mad River.