Phone: 72363

[1] Probability and stochastic processes: approximation of partial sums, central limit theorems and other weak convergence theorems in finite and infinite-dimensional spaces, empirical central limit theorems, probability in Banach spaces, isoperimetric inequalities and concentration of measure, large deviations, random sets, decoupling methods, dependence [2] Statistics: Asymptotics, approximation theorems, maximum likelihood and generalizations including the maximum product of spacings method, exponential families

- Uniform local probability approximations: improvements on Berry-Esseen
- Ann. Probab. 23, (1995), 446-463, with Michael J. Klass.
- Approximation of partial sums of arbitrary i.i.d. random variables and the precision of the usual exponential upper bound
- Ann. Probab. 25, No.3, (1997), 1451-1470, with Michael J. Klass.
- Optimal upper and lower bounds for the upper tails of compound Poisson processes
- J. Theoret. Probab. 11, No.2, (1998), 535-559, with Michael J. Klass.

- Distinctions between the regular and empirical central limit theories for exchangeable random variables
- Progress in Probability Series, Vol. 43 (1998), 111--144, Birkhauser, with Gang Zhang.

- Asymptotic normality of trimmed sums of phi-mixing random variables
- Ann. Probab. 15, (1987), 1395-1418, with Jim Kuelbs and Jorge Samur.
- Universal asymptotic normality for conditionally trimmed sums
- Stat. Prob. Lett. 2, (1988), 9-15, with Jim Kuelbs.
- A universal law of the iterated logarithm for trimmed and censored sums
- Springer Lect. Notes in Math 1391, (1989), 82-98.
- The asymptotic distribution of self-normalized censored sums and sums-of-squares
- Ann. Probab 18, (1990), 1284-1341, with Jim Kuelbs and Daniel C. Weiner.
- The asymptotic distribution of magnitude-winsorized sums via self-normalization
- J. Theoret. Probab. 3, (1990), 137-168, with Jim Kuelbs and Daniel C. Weiner.
- Asymptotic behavior of partial sums: A more robust approach via trimming and self-normalization
- In: Sums, Trimmed Sums, and Extremes, Progress in Probability 23, (1991), 1-54, Birkhauser, with Jim Kuelbs and Daniel C. Weiner.
- Asymptotic behavior of self-normalized trimmed sums: nonnormal limits
- Ann. Probab. 20, (1992), 455-483, with Daniel C. Weiner.
- Asymptotic behavior of self-normalized trimmed sums: nonnormal limits II
- J. Theoret. Probab. 5 (1992), 169-196 with Daniel C. Weiner.

- An Exposition of Talagrand's Mini-course on Matching Theorems
- In: Proceedings of the Eighth International Conference on Probability in Banach Spaces, Progress in Probability Series 30, (1992), 3-38, Birkhauser, with Yongzhao Shao.

- The multidimensional central limit theorem for arrays normed by affine transformations
- Ann. Probab. 9, (1981), 611-623, with Michael J. Klass.
- Affine normability of partial sums of i.i.d. random vectors: a characterization
- Z. Wahrscheinlichkeitstheorie 69, (1985), 479-505, with Michael J. Klass.
- Operator stable laws: series representations and domains of normal attraction
- J. Theoretical Probability 2, (1988), 3-36, with William N. Hudson and Jerry A. Veeh.

- On stability of probability laws with univariate stable marginals
- Z. Wahrscheinlichkeitstheorie 64, (1983), 157-165, with Evarist Gine.
- Max infinitely divisible and max stable sample continuous processes
- Probab. Theor. and Relat. Fields 87, (1990), 139-165, with Evarist Gine and Pirooz Vatan.

- Limit theorems for random sets: an application of probability in Banach space results
- Lec. Notes in Math. 990, (1983), 112-135, with Evarist Gine and Joel Zinn.
- Characterization and domains of attraction of p-stable random compact convex sets
- Ann. Probab. 13, (1985), 447-468, with Evarist Gine.
- The Levy-Khinchin representation for random compact convex subsets which are infinitely divisible under Minkowski addition
- Z. Wahrscheinlichkeitstheorie 70, (1985), 271-287, with Evarist Gine.
- M-infinitely divisible random compact convex sets
- Lec. Notes in Math. 1153, (1985), 226-248, with Evarist Gine.

- Conditions for sample-continuity and the central limit theorem
- Ann. Probab. 5, (1977), 351-360.
- Sample-continuity of square-integrable processes
- Ann. Probab. 5, (1977), 361-370, with Michael J. Klass.
- A note on the central limit theorem for square-integrable processes
- Proc. Amer. Math. Soc. 69, (1977), 331-334.
- Central limit theorems in D[0,1]
- Z. Wahrscheinlichkeitstheorie 44, (1978), 89-101.

- A characterization of the families of finite-dimensional distributions associated with countably additive stochastic processes whose sample paths are in D
- Z. Wahrscheinlichkeithstheorie (1978), with Lester E. Dubins.
- The pointwise translation problem for the Radon transform in Banach spaces
- Lect. Notes in Math. 828, (1980), 176-186, with Peter Hahn.
- Distances between measures from 1-dimensional projections as implied by continuity of the inverse Radon transform
- Z. Wahrscheinlichkeitstheorie 70, (1985), 361-380, with Eric Todd Quinto.

- Maximum spacing estimates: A generalization and improvement of maximum likelihood estimates I
- Progress in Probab. Vol. 35, Birkhauser, (1994), 417-431, with Yongzhao Shao.
- Limit theorems for the logarithm of sample spacings
- Statist. Probab. Lett. 24 (1995), 121-132, with Yongzhao Shao.
- On a distribution-free test of fit for continuous distribution functions
- Scand. J. Statist. 23,(1996), 63-73, with Yongzhao Shao.
- Strong consistency of maximum product of spacings estimates with applications in nonparametrics and in estimation of unimodal densities
- Ann. Inst. Statist. Math. 51(1) (1999), with Yongzhao Shao.
- Maximum product of spacings method: a unified formulation with illustration of strong consistency
- Illinois J. Math. 43(3) (1999), with Y. Shao.

- Existence and strong consistency of maximum likelihood estimates for 1-dimensional exponential families
- Statist. Probab. Lett. 28, (1996), 9-21, with Weiwen Miao.
- Existence of maximum likelihood estimates for multi-dimensional exponential families
- Scand. J. Statist. 24, (1997), 1-16, with Weiwen Miao.

- On joint estimation of an exponent of regular variation and an asymmetry parameter for tail distributions
- In: Sums, Trimmed Sums, and Extremes, Progress in Probability 30 (1991), 82-111, Birkhauser, with Daniel C. Weiner

- Probability in Banach Spaces V
- Lecture Notes in Math, vol. 1153 (1985), Springer-Verlag, with Anatole Beck, Richard Dudley, Jim Kuelbs, and Michael Marcus.
- Sums, Trimmed Sums and Extremes
- Progress in Probability Series, vol. 23 (1991), Birkhauser, with David M. Mason and Daniel C. Weiner.
- Probability in Banach Spaces, 8
- Progress in Probability Series, vol. 30 (1992), Birkhauser, with Richard Dudley and Jim Kuelbs.
- High-dimensional Probability
- Progress in Probability Series, Vol. 43 (1998), Birkhauser, with Ernst Eberlein and Michel Talagrand.