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Victor H de la Pena
Victor H de la Pena
Professor of Statistics, Columbia University
Verified email at stat.columbia.edu - Homepage
Title
Cited by
Cited by
Year
Decoupling: from dependence to independence
V De la Pena, E Giné
Springer Science & Business Media, 2012
7382012
Self-normalized processes: Limit theory and Statistical Applications
VH de la Pena, TL Lai, QM Shao
Springer, 2009
3992009
A general class of exponential inequalities for martingales and ratios
VH de la Pena
The Annals of Probability 27 (1), 537-564, 1999
2181999
Decoupling. Probability and its Applications
VH de la Pena, E Giné
New York). Springer-Verlag, New York, 1999
1921999
Decoupling inequalities for the tail probabilities of multivariate U-statistics
VH de la Pena, SJ Montgomery-Smith
The Annals of Probability, 806-816, 1995
1581995
International diversification: A copula approach
L Chollete, V De la Peña, CC Lu
Journal of banking & finance 35 (2), 403-417, 2011
1472011
Indian summer monsoon rainfall and its link with ENSO and Indian Ocean climate indices
C Ihara, Y Kushnir, MA Cane, VH De La Pena
International Journal of Climatology: A Journal of the Royal Meteorological …, 2007
1412007
Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws
VH de la Pena, MJ Klass, T Leung Lai
1382004
Decoupling and Khintchine's inequalities for U-statistics
VH de la Pena
The Annals of Probability, 1877-1892, 1992
1161992
Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series
VH de la Pena, R Ibragimov, S Sharakhmetov
Lecture Notes-Monograph Series, 183-209, 2006
942006
Bounds on the tail probability of U-statistics and quadratic forms
VH de la Peña, SJ Montgomery-Smith
arXiv preprint math/9309210, 1993
581993
Decoupling: From Dependence to Independence; Randomly Stopped Processes U-statistics and Processes Martingales and Beyond
VH Peña, E Giné
Springer New York, 1999
491999
Pseudo-maximization and self-normalized processes
VH De La Peña, MJ Klass, TL Lai
442007
Option bounds
VH De La Peña, R Ibragimov, S Jordan
Journal of Applied Probability, 145-156, 2004
382004
On extremal distributions and sharp $\bolds {L_p} $-bounds\\for sums of multilinear forms
R Ibragimov, S Sharakhmetov, VH de la Peña
The Annals of Probability 31 (2), 630-675, 2003
372003
Contraction and Decoupling Inequalities for Multilinear Forms and -Statistics
VH de la Peña, SJ Montgomery-Smith, J Szulga
The Annals of Probability 22 (4), 1745-1765, 1994
371994
International diversification: An extreme value approach
L Chollete, V de la Pena, CC Lu
Journal of Banking & Finance 36 (3), 871-885, 2012
352012
Self-normalized processes. Probability and its Applications
VH de la Pena, TL Lai, QM Shao
New York). Springer-Verlag, Berlin, 2009
282009
Decoupling
E Gine, H De La Pena
282003
On sharp Burkholder–Rosenthal-type inequalities for infinite-degree U-statistics
VH de La Peña, R Ibragimov, S Sharakhmetov
Annales de l'Institut Henri Poincare (B) Probability and Statistics 38 (6 …, 2002
272002
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