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de la Peña, Victor H.

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Author ID: de-la-pena.victor-h Recent zbMATH articles by "de la Peña, Victor H."
Published as: de la Peña, Victor H.; de la Peña, Victor; De La Peña, Victor H.; De la Peña, Victor H.; De La Pena, Victor H.; de la Pena, Victor; de-la-Peña, Victor; de la Peña, Víctor; De la Peña, V. H.
Documents Indexed: 42 Publications since 1990, including 3 Books

Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 361 times in 286 Documents Cited by Year
Decoupling. From dependence to independence. Randomly stopped processes, \(U\)-statistics and processes, martingales and beyond. Zbl 0918.60021
de la Peña, Víctor; Giné, Evarist
74
1998
A general class of exponential inequalities for martingales and ratios. Zbl 0942.60004
de la Peña, Victor H.
51
1999
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
43
2009
Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics. Zbl 0827.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
30
1995
Decoupling and Khintchine’s inequalities for \(U\)-statistics. Zbl 0761.60014
de la Peña, Victor H.
30
1992
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
17
2004
Bounds on the tail probability of \(U\)-statistics and quadratic forms. Zbl 0822.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
13
1994
On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms. Zbl 1033.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
10
2003
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
8
2007
Option bounds. Zbl 1104.91044
de la Peña, Victor H.; Ibragimov, Rustam; Jordan, Steve
7
2004
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0796.60020
de la Peña, Victor H.
6
1994
Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series. Zbl 1268.62050
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
6
2006
Bounds on the expectation of functions of martingales and sums of positive rv’s in terms of norms of sums of independent random variables. Zbl 0682.60032
De la Peña, Victor H.
5
1990
Moments of randomly stopped \(U\)-statistics. Zbl 0902.60037
de la Peña, Victor; Lai, Tze Leung
5
1997
Contraction and decoupling inequalities for multilinear forms and \(U\)-statistics. Zbl 0861.60008
De la Peña, V. H.; Montgomery-Smith, S. J.; Szulga, Jerzy
5
1994
Exponential Burkholder Davis Gundy inequalities. Zbl 0874.60074
de la Peña, Victor; Eisenbaum, Nathalie
5
1997
Wald’s equation for a class of denormalized \(U\)-statistics. Zbl 0784.60039
Chow, Y. S.; de la Peña, Victor H.; Teicher, H.
5
1993
Wald’s equation and asymptotic bias of randomly stopped \(U\)-statistics. Zbl 0867.60025
de la Peña, Victor H.; Lai, Tze Leung
4
1997
Order-of-magnitude bounds for expectations involving quadratic forms. Zbl 0810.60012
de la Peña, Victor H.; Klass, Michael J.
4
1994
Exponential inequalities for self-normalized processes with applications. Zbl 1189.60042
De La Peña, Victor H.; Pang, Guodong
4
2009
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics. Zbl 1016.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
3
2002
Moment bounds for self-normalized martingales. Zbl 0967.60052
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
3
2000
Bounding the first passage time on an average. Zbl 1098.60041
de la Peña, Victor H.; Yang, Ming
3
2004
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
3
2009
A note on second moment of a randomly stopped sum of independent variables. Zbl 0761.62111
de la Peña, Victor H.; Godvindarajulu, Z.
3
1992
Decoupling and domination inequalities with application to Wald’s identity for martingales. Zbl 1008.60040
de la Peña, Victor H.; Zamfirescu, Ingrid-Mona
2
2002
Hitting time and inverse problems for Markov chains. Zbl 1209.60027
de la Peña, Victor; Gzyl, Henryk; McDonald, Patrick
2
2008
From boundary crossing of non-random functions to boundary crossing of stochastic processes. Zbl 1370.60072
Brown, Mark; de la Peña, Victor; Sit, Tony
2
2015
On an approach to boundary crossing by stochastic processes. Zbl 1375.60082
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony
1
2016
An integral equation for the distribution of the first exit time of a reflected Brownian motion. Zbl 1193.60052
de-la-Peña, Victor; Hernández-del-Valle, Gerardo; Pacheco-González, Carlos G.
1
2009
On Wald’s equation and first exit times for randomly stopped processes with independent increments. Zbl 0905.60004
de la Peña, Victor H.
1
1998
Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0830.60012
de la Peña, Victor H.
1
1995
Decoupling inequalities: A second generation of martingale inequalities. Zbl 1044.60504
de la Peña, Victor H.
1
1998
Inequalities for tails of adapted processes with an application to Wald’s lemma. Zbl 0780.60018
de la Peña, Victor H.
1
1993
Sharp bounds on the \(L_ p\) norm of a randomly stopped multilinear form with an application to Wald’s equation. Zbl 0783.60022
de la Peña, Victor H.
1
1992
Inverse problems for random walks on trees: network tomography. Zbl 1255.60122
de la Pena, Victor; Gzyl, Henryk; McDonald, Patrick
1
2008
On an approach to boundary crossing by stochastic processes. Zbl 1375.60082
Brown, Mark; de la Peña, Victor H.; Klass, Michael J.; Sit, Tony
1
2016
From boundary crossing of non-random functions to boundary crossing of stochastic processes. Zbl 1370.60072
Brown, Mark; de la Peña, Victor; Sit, Tony
2
2015
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
43
2009
Exponential inequalities for self-normalized processes with applications. Zbl 1189.60042
De La Peña, Victor H.; Pang, Guodong
4
2009
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
3
2009
An integral equation for the distribution of the first exit time of a reflected Brownian motion. Zbl 1193.60052
de-la-Peña, Victor; Hernández-del-Valle, Gerardo; Pacheco-González, Carlos G.
1
2009
Hitting time and inverse problems for Markov chains. Zbl 1209.60027
de la Peña, Victor; Gzyl, Henryk; McDonald, Patrick
2
2008
Inverse problems for random walks on trees: network tomography. Zbl 1255.60122
de la Pena, Victor; Gzyl, Henryk; McDonald, Patrick
1
2008
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
8
2007
Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series. Zbl 1268.62050
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
6
2006
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. Zbl 1075.60014
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
17
2004
Option bounds. Zbl 1104.91044
de la Peña, Victor H.; Ibragimov, Rustam; Jordan, Steve
7
2004
Bounding the first passage time on an average. Zbl 1098.60041
de la Peña, Victor H.; Yang, Ming
3
2004
On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms. Zbl 1033.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
10
2003
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics. Zbl 1016.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
3
2002
Decoupling and domination inequalities with application to Wald’s identity for martingales. Zbl 1008.60040
de la Peña, Victor H.; Zamfirescu, Ingrid-Mona
2
2002
Moment bounds for self-normalized martingales. Zbl 0967.60052
de la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
3
2000
A general class of exponential inequalities for martingales and ratios. Zbl 0942.60004
de la Peña, Victor H.
51
1999
Decoupling. From dependence to independence. Randomly stopped processes, \(U\)-statistics and processes, martingales and beyond. Zbl 0918.60021
de la Peña, Víctor; Giné, Evarist
74
1998
On Wald’s equation and first exit times for randomly stopped processes with independent increments. Zbl 0905.60004
de la Peña, Victor H.
1
1998
Decoupling inequalities: A second generation of martingale inequalities. Zbl 1044.60504
de la Peña, Victor H.
1
1998
Moments of randomly stopped \(U\)-statistics. Zbl 0902.60037
de la Peña, Victor; Lai, Tze Leung
5
1997
Exponential Burkholder Davis Gundy inequalities. Zbl 0874.60074
de la Peña, Victor; Eisenbaum, Nathalie
5
1997
Wald’s equation and asymptotic bias of randomly stopped \(U\)-statistics. Zbl 0867.60025
de la Peña, Victor H.; Lai, Tze Leung
4
1997
Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics. Zbl 0827.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
30
1995
Correction to: A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0830.60012
de la Peña, Victor H.
1
1995
Bounds on the tail probability of \(U\)-statistics and quadratic forms. Zbl 0822.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
13
1994
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement. Zbl 0796.60020
de la Peña, Victor H.
6
1994
Contraction and decoupling inequalities for multilinear forms and \(U\)-statistics. Zbl 0861.60008
De la Peña, V. H.; Montgomery-Smith, S. J.; Szulga, Jerzy
5
1994
Order-of-magnitude bounds for expectations involving quadratic forms. Zbl 0810.60012
de la Peña, Victor H.; Klass, Michael J.
4
1994
Wald’s equation for a class of denormalized \(U\)-statistics. Zbl 0784.60039
Chow, Y. S.; de la Peña, Victor H.; Teicher, H.
5
1993
Inequalities for tails of adapted processes with an application to Wald’s lemma. Zbl 0780.60018
de la Peña, Victor H.
1
1993
Decoupling and Khintchine’s inequalities for \(U\)-statistics. Zbl 0761.60014
de la Peña, Victor H.
30
1992
A note on second moment of a randomly stopped sum of independent variables. Zbl 0761.62111
de la Peña, Victor H.; Godvindarajulu, Z.
3
1992
Sharp bounds on the \(L_ p\) norm of a randomly stopped multilinear form with an application to Wald’s equation. Zbl 0783.60022
de la Peña, Victor H.
1
1992
Bounds on the expectation of functions of martingales and sums of positive rv’s in terms of norms of sums of independent random variables. Zbl 0682.60032
De la Peña, Victor H.
5
1990
all top 5

Cited by 389 Authors

16 Giné-Masdéu, Evarist
12 de la Peña, Victor H.
12 Shao, Qi-Man
11 Fan, Xiequan
9 Adamczak, Radosław
8 Latała, Rafał
8 Mason, David M.
7 Liu, Quansheng
6 Grama, Ion G.
6 Ibragimov, Rustam
6 Klass, Michael J.
6 Kolchinskiĭ, Vladimir I’ich
6 Lai, Tze Leung
6 Peligrad, Magda
5 Arcones, Miguel A.
5 Miao, Yu
5 Nickl, Richard
5 Wang, Qiying
4 Meller, Rafał
4 Mendelson, Shahar
4 Pinelis, Iosif Froimovich
4 Yang, Ming
3 Bercu, Bernard
3 Bouzebda, Salim
3 Doukhan, Paul
3 Eichelsbacher, Peter
3 Fu, Ke’ang
3 Hu, Zhishui
3 Liu, Weidong
3 Lugosi, Gábor
3 Peña, Javier F.
3 Wu, Wei Biao
3 Zhang, Cun-Hui
3 Zuluaga, Luis Fernando
2 Astashkin, Sergeĭ Vladimir
2 Bradic, Jelena
2 Brown, Mark
2 Carando, Daniel G.
2 Chan, Nigel H. N.
2 Chen, Shanshan
2 Chen, Xiaohong
2 Chernozhukov, Victor
2 Csörgő, Miklós
2 Dedecker, Jérôme
2 Dmitrienko, Alexei
2 Efromovich, Sam
2 Einmahl, Uwe
2 Gadidov, Anda
2 Howard, Steven R.
2 Kuelbs, James D.
2 Kuznetsov, Vitalii A.
2 Linton, Oliver Bruce
2 Maller, Ross Arthur
2 Mcauliffe, Jon D.
2 Merlevède, Florence
2 Mohri, Mehryar
2 Nemouchi, Boutheina
2 Phillips, Peter Charles Bonest
2 Ramdas, Aaditya K.
2 Reynaud-Bouret, Patricia
2 Sekhon, Jasjeet S.
2 Sharakhmetov, Shaturgun
2 Sit, Tony
2 Vera, Juan-Carlos
2 Veraar, Mark C.
2 Vershynin, Roman
2 Waldén, Johan
2 Wu, Qunying
2 Xu, Wenfei
2 Yaroslavtsev, Ivan S.
2 Yu, Yi
2 Zaitsev, Andrei Yu.
2 Zinn, Joel
1 Abundo, Mario
1 Allen, Edward James
1 Alòs, Elisa
1 Alquier, Pierre
1 Alsmeyer, Gerold
1 Ango Nze, Patrick
1 Arcangeli, Remi
1 Ba, Demba Bocar
1 Barbosa, Euro G.
1 Barrera, David
1 Barthe, Franck
1 Basak, Gopal Krishna
1 Basawa, Ishwar V.
1 Basse-O’Connor, Andreas
1 Belitser, Eduard
1 Belloni, Alexandre
1 Belomestny, Denis
1 Bentkus, Vidmants-Kastytis
1 Berestycki, Julien
1 Berestycki, Nathanaël
1 Bickel, Peter John
1 Biswas, Arunangshu
1 Bitseki Penda, S. Valère
1 Borovskikh, Yuri V.
1 Borst, Sem C.
1 Boucheron, Stéphane Vincent
1 Bousquet, Olivier
...and 289 more Authors
all top 5

Cited in 84 Serials

26 The Annals of Probability
24 The Annals of Statistics
23 Stochastic Processes and their Applications
18 Journal of Theoretical Probability
18 Bernoulli
13 Statistics & Probability Letters
11 Econometric Theory
10 Probability Theory and Related Fields
6 The Annals of Applied Probability
6 Communications in Statistics. Theory and Methods
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Electronic Journal of Statistics
4 Journal of Mathematical Analysis and Applications
4 Journal of Applied Probability
4 Journal of Multivariate Analysis
4 Proceedings of the American Mathematical Society
4 Statistics
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Annals of the Institute of Statistical Mathematics
3 Journal of Statistical Planning and Inference
3 Transactions of the American Mathematical Society
3 Sequential Analysis
3 Neural Computation
3 European Journal of Operational Research
3 Journal of Inequalities and Applications
3 Probability Surveys
3 Science China. Mathematics
2 Advances in Applied Probability
2 Communications in Mathematical Physics
2 Lithuanian Mathematical Journal
2 Journal of Functional Analysis
2 Bulletin of the American Mathematical Society. New Series
2 Mathematical Methods of Statistics
2 Journal of Mathematical Sciences (New York)
2 Electronic Journal of Probability
2 Probability in the Engineering and Informational Sciences
2 Foundations of Computational Mathematics
2 Annals of Finance
1 Computers & Mathematics with Applications
1 Israel Journal of Mathematics
1 Journal of Statistical Physics
1 Mathematical Notes
1 Russian Mathematical Surveys
1 Scandinavian Journal of Statistics
1 Studia Mathematica
1 Fuzzy Sets and Systems
1 Journal of Econometrics
1 Journal of the London Mathematical Society. Second Series
1 Mathematica Slovaca
1 Numerische Mathematik
1 Insurance Mathematics & Economics
1 Stochastic Analysis and Applications
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistical Science
1 Queueing Systems
1 Science in China. Series A
1 Machine Learning
1 Economics Letters
1 Games and Economic Behavior
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Applied Mathematics. Series B (English Edition)
1 Filomat
1 Statistica Sinica
1 Advances in Computational Mathematics
1 Annals of Mathematics and Artificial Intelligence
1 Electronic Communications in Probability
1 The Journal of Fourier Analysis and Applications
1 ELA. The Electronic Journal of Linear Algebra
1 Journal of Nonparametric Statistics
1 Acta Mathematica Sinica. English Series
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 Proceedings of the Steklov Institute of Mathematics
1 SIAM Journal on Imaging Sciences
1 Journal of Theoretical Biology
1 Stochastic Systems
1 Communications in Mathematics and Statistics
1 Dependence Modeling
1 International Journal of Advances in Applied Mathematics and Mechanics
1 Modern Stochastics. Theory and Applications
1 Journal of Siberian Federal University. Mathematics & Physics

Citations by Year