Blockwise SVD with error in the operator and application to blind deconvolution

Boosting for Functional Data

Boosting for high-dimensional linear models

Boosting with early stopping: Convergence and consistency

Bootstrap consistency for general semiparametric $M$-estimation

Bootstrap for neural model selection

Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes

Bootstrap of means under stratified sampling

Bootstrapping confidence intervals for the change-point of time series

Bootstrapping the Grenander estimator

Both necessary and sufficient conditions for Bayesian exponential consistency

Boundary crossing Random Walks, clinical trials and multinomial sequential estimation

Bounded divergence measures based on Bhattacharyya coefficient

Bounding and estimating an exceedance probability in output from monotonous computer codes

Bounding Standard Gaussian Tail Probabilities

Bounds for Bayesian order identification with application to mixtures

Bounds for Rademacher Processes via Chaining

Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation

Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

Bounds smaller than the Fisher information for generalized linear models