Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables.
Hazard Rates and Subexponential Distributions
Hellinger integrals, contiguity and entire separation
High-dimensional gaussian model selection on a gaussian design
We consider the problem of estimating the conditional mean of a real gaussian variable Y=∑i=1pθiXi+ɛ where the vector of the covariates (Xi)1≤i≤p follows a joint gaussian distribution. This issue often occurs when one aims at estimating the graph or the distribution of a gaussian graphical model. We introduce a general model selection procedure which is based on the minimization of a penalized least squares type criterion. It handles a variety of problems such as ordered and complete variable selection,...
Hincin Spaces and Unimodal Probability Measures.
Hölder-type inequalities for norms of Wick products.
How to Distinguish Between Record Types
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables.
Hypercontractivity of simple random variables
The optimal hypercontractivity constant for a natural operator semigroup acting on a discrete finite probability space is established up to a universal factor. The two-point spaces are proved to be the extremal case. The constants obtained are also optimal in the related moment inequalities for sums of independent random variables.
Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach
In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing.