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de la Peña, Victor H.

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 H.; de la Pena, Victor; De la Pena, Victor; de-la-Peña, Victor; de la Peña, Víctor; De la Peña, V. H.
Documents Indexed: 47 Publications since 1990, including 3 Books
Co-Authors: 32 Co-Authors with 35 Joint Publications
670 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

39 Publications have been cited 501 times in 409 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
98
1998
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
97
2009
A general class of exponential inequalities for martingales and ratios. Zbl 0942.60004
de la Peña, Victor H.
63
1999
Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics. Zbl 0827.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
41
1995
Decoupling and Khintchine’s inequalities for \(U\)-statistics. Zbl 0761.60014
de la Peña, Victor H.
36
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
26
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
11
2003
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
11
2006
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
10
2007
Option bounds. Zbl 1104.91044
de la Peña, Victor H.; Ibragimov, Rustam; Jordan, Steve
9
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.
7
1994
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.
6
1990
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
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
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
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics. Zbl 1016.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
4
2002
A note on second moment of a randomly stopped sum of independent variables. Zbl 0761.62111
de la Peña, Victor H.; Godvindarajulu, Z.
4
1992
Hitting time and inverse problems for Markov chains. Zbl 1209.60027
de la Peña, Victor; Gzyl, Henryk; McDonald, Patrick
4
2008
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
4
2009
Exponential inequalities for self-normalized processes with applications. Zbl 1189.60042
De La Peña, Victor H.; Pang, Guodong
4
2009
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
Taylor’s law, via ratios, for some distributions with infinite mean. Zbl 1400.60023
Brown, Mark; Cohen, Joel E.; De La Peña, Victor H.
4
2017
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
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
Inverse problems for random walks on trees: network tomography. Zbl 1255.60122
de la Pena, 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 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
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
Inequalities for tails of adapted processes with an application to Wald’s lemma. Zbl 0780.60018
de la Peña, Victor H.
1
1993
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
Diffusions, exit time moments and Weierstrass theorems. Zbl 1078.60063
de la Peña, Victor H.; McDonald, Patrick
1
2004
From dependence to complete independence: The decoupling approach. Zbl 0916.60014
de la Peña, Victor H.
1
1996
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
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
Taylor’s law, via ratios, for some distributions with infinite mean. Zbl 1400.60023
Brown, Mark; Cohen, Joel E.; De La Peña, Victor H.
4
2017
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
97
2009
Theory and applications of multivariate self-normalized processes. Zbl 1190.60017
De la Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
4
2009
Exponential inequalities for self-normalized processes with applications. Zbl 1189.60042
De La Peña, Victor H.; Pang, Guodong
4
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
4
2008
Inverse problems for random walks on trees: network tomography. Zbl 1255.60122
de la Pena, Victor; Gzyl, Henryk; McDonald, Patrick
2
2008
Pseudo-maximization and self-normalized processes. Zbl 1189.60057
De La Peña, Victor H.; Klass, Michael J.; Lai, Tze Leung
10
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
11
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
26
2004
Option bounds. Zbl 1104.91044
de la Peña, Victor H.; Ibragimov, Rustam; Jordan, Steve
9
2004
Bounding the first passage time on an average. Zbl 1098.60041
de la Peña, Victor H.; Yang, Ming
3
2004
Diffusions, exit time moments and Weierstrass theorems. Zbl 1078.60063
de la Peña, Victor H.; McDonald, Patrick
1
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
11
2003
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics. Zbl 1016.60019
de la Peña, Victor H.; Ibragimov, Rustam; Sharakhmetov, Shaturgun
4
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.
63
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
98
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
From dependence to complete independence: The decoupling approach. Zbl 0916.60014
de la Peña, Victor H.
1
1996
Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics. Zbl 0827.60014
de la Peña, Victor H.; Montgomery-Smith, S. J.
41
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.
7
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.
36
1992
A note on second moment of a randomly stopped sum of independent variables. Zbl 0761.62111
de la Peña, Victor H.; Godvindarajulu, Z.
4
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.
6
1990
all top 5

Cited by 596 Authors

15 Giné-Masdéu, Evarist
15 Shao, Qi-Man
14 de la Peña, Victor H.
13 Fan, Xiequan
11 Adamczak, Radosław
9 Bouzebda, Salim
8 Lai, Tze Leung
8 Latała, Rafał
8 Mason, David Michael
7 Klass, Michael J.
7 Liu, Quansheng
6 Grama, Ion G.
6 Ibragimov, Rustam
6 Kolchinskiĭ, Vladimir I’ich
6 Peligrad, Magda
5 Arcones, Miguel A.
5 Doukhan, Paul
5 Hu, Zhishui
5 Mendelson, Shahar
5 Miao, Yu
5 Nickl, Richard
5 Ramdas, Aaditya K.
5 Wang, Qiying
5 Zhang, Yong
4 Csörgő, Miklós
4 Krahmer, Felix
4 Lugosi, Gábor
4 Meller, Rafał
4 Minsker, Stanislav
4 Pinelis, Iosif Froimovich
4 Wu, Qunying
4 Yang, Ming
3 Bercu, Bernard
3 Coppini, Fabio
3 Eichelsbacher, Peter
3 Fu, Ke’ang
3 Hwang, Sun Young
3 Linton, Oliver Bruce
3 Liu, Weidong
3 Nemouchi, Boutheina
3 Pang, Tianxiao
3 Peña, Javier F.
3 Wu, Wei Biao
3 Zhang, Cun-Hui
3 Zinn, Joel
3 Zuluaga, Luis Fernando
2 Alquier, Pierre
2 Astashkin, Sergeĭ Vladimir
2 Basawa, Ishwar V.
2 Belloni, Alexandre
2 Bousquet, Olivier
2 Bradic, Jelena
2 Brown, Mark
2 Carando, Daniel G.
2 Chan, Nigel H. N.
2 Chen, Shanshan
2 Chen, Xiaohong
2 Chen, Xiaohui
2 Chernozhukov, Victor
2 Cohen, Joel E.
2 Dedecker, Jérôme
2 Deng, Yingchun
2 D’Haultfœuille, Xavier
2 Dmitrienko, Alexei
2 Efromovich, Sam
2 Einmahl, Uwe
2 Fan, Qingliang
2 Feng, Xinwei
2 Gadidov, Anda
2 Giraudo, Davide
2 Götze, Friedrich
2 Grant, James A.
2 Guyonvarch, Yannick
2 Howard, Steven R.
2 Huang, Jian
2 Jiang, Yuanying
2 Kabluchko, Zakhar A.
2 Kato, Kengo
2 Koike, Yuta
2 Koolen, Wouter M.
2 Kuelbs, James D.
2 Kuznetsov, Vitalii A.
2 Larsson, Martin
2 Lei, Jing
2 Lin, Huazhen
2 Maller, Ross Arthur
2 Maurer, Andreas
2 Mcauliffe, Jon D.
2 Mei, Hongwei
2 Merlevède, Florence
2 Mohri, Mehryar
2 Phillips, Peter Charles Bonest
2 Rauhut, Holger
2 Reynaud-Bouret, Patricia
2 Rinaldo, Alessandro
2 Rohde, Angelika
2 Sang, Hailin
2 Sekhon, Jasjeet S.
2 Sharakhmetov, Shaturgun
2 Sit, Tony
...and 496 more Authors
all top 5

Cited in 121 Serials

31 The Annals of Statistics
30 Stochastic Processes and their Applications
26 The Annals of Probability
26 Bernoulli
21 Journal of Theoretical Probability
18 Statistics & Probability Letters
12 Econometric Theory
10 Probability Theory and Related Fields
8 Communications in Statistics. Theory and Methods
8 Electronic Journal of Statistics
7 Journal of Multivariate Analysis
7 The Annals of Applied Probability
6 Journal of Applied Probability
6 Journal of Econometrics
6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Journal of Mathematical Analysis and Applications
5 Lithuanian Mathematical Journal
5 Statistics
5 Neural Computation
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Electronic Journal of Probability
4 Annals of the Institute of Statistical Mathematics
4 Journal of Statistical Planning and Inference
4 Proceedings of the American Mathematical Society
4 Transactions of the American Mathematical Society
4 European Journal of Operational Research
3 Communications in Mathematical Physics
3 Journal of Functional Analysis
3 Sequential Analysis
3 Journal of Inequalities and Applications
3 Communications in Contemporary Mathematics
3 Probability Surveys
3 Science China. Mathematics
2 Advances in Applied Probability
2 Computers & Mathematics with Applications
2 Communications on Pure and Applied Mathematics
2 Journal of Statistical Physics
2 Fuzzy Sets and Systems
2 Statistical Science
2 Econometric Reviews
2 Machine Learning
2 Bulletin of the American Mathematical Society. New Series
2 Mathematical Methods of Statistics
2 Statistical Papers
2 Journal of Mathematical Sciences (New York)
2 Filomat
2 Statistical Inference for Stochastic Processes
2 Probability in the Engineering and Informational Sciences
2 Foundations of Computational Mathematics
2 Journal of Machine Learning Research (JMLR)
2 Sankhyā. Series A
2 Annals of Finance
1 The American Statistician
1 The Canadian Journal of Statistics
1 Israel Journal of Mathematics
1 Mathematical Notes
1 Nonlinearity
1 Periodica Mathematica Hungarica
1 Russian Mathematical Surveys
1 Scandinavian Journal of Statistics
1 Studia Mathematica
1 Bulletin of the London Mathematical Society
1 Information Sciences
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Journal of the London Mathematical Society. Second Series
1 Mathematica Slovaca
1 Numerische Mathematik
1 Mathematical Social Sciences
1 Insurance Mathematics & Economics
1 Journal of Time Series Analysis
1 Stochastic Analysis and Applications
1 Acta Mathematica Hungarica
1 Acta Mathematicae Applicatae Sinica. English Series
1 International Journal of Approximate Reasoning
1 SIAM Journal on Discrete Mathematics
1 Queueing Systems
1 Science in China. Series A
1 Economics Letters
1 Games and Economic Behavior
1 Communications in Statistics. Simulation and Computation
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Mathematical Programming. Series A. Series B
1 Test
1 Applied Mathematics. Series B (English Edition)
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 Chaos
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 International Journal of Numerical Analysis and Modeling
...and 21 more Serials

Citations by Year