Stochastic Lipschitz continuity for high dimensional Lasso with multiple linear covariate structures or hidden linear covariates

Stochastic Ordering of Exponential Family Distributions and Their Mixtures

Strategies for prediction under imperfect monitoring

Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise

Strong and Weak Laws of Large Numbers for Frechet Sample Means in Finite Metric Spaces

Strong Approximation of Empirical Copula Processes by Gaussian Processes

Strong approximations of level exceedences related to multiple hypothesis testing

Strong Asymptotic Assertions for Discrete MDL in Regression and Classification

Strong confidence intervals for autoregression

Strong consistency of MLE for finite mixtures of location-scale distributions when the ratios of the scale parameters are exponentially small

Strong consistency of MLE for finite mixtures of location-scale distributions when the scale parameters are exponentially small (full version)

Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small

Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when penalty is imposed on the ratios of the scale parameters

Strong Gaussian approximations of product-limit and Quantile Processes for Strong mixing and censored data

Strong invariance principles for sequential Bahadur--Kiefer and Vervaat error processes of long-range dependent sequences

Strong rules for discarding predictors in lasso-type problems

Structural adaptation in the single-index model

Structural adaptation via $L_p$-norm oracle inequalities

Structural Properties of Bayesian Bandits with Exponential Family Distributions

Structural shrinkage of nonparametric spectral estimators for multivariate time series