Madan Lal Puri 
Probability Theory and Extreme Value Theory [PDF ebook] 

I-XII – Part I Limit Theorems, Rates of Convergence, and Related Topics (Independent Case) – ORDER OF NORMAL APPROXIMATION FOR RANK TEST STATISTICS DISTRIBUTION – CONVERGENCE AND REMAINDER TERMS IN LINEAR RANK STATISTICS – INVARIANCE PRINCIPLES FOR RANK STATISTICS FOR TESTING INDEPENDENCE – ON THE DEGENERATION OF THE VARIANCE IN THE ASYMPTOTIC NORMALITY OF SIGNED RANK STATISTICS – ON THE ORDER OF MAGNITUDE OF CUMULANTS OF VON MISES FUNCTIONALS AND RELATED STATISTICS – ON BERRY-ESSEEN RATES, A LAW OF THE ITERATED LOGARITHM AND AN INVARIANCE PRINCIPLE FOR THE PROPORTION OF THE SAMPLE BELOW THE SAMPLE MEAN – CRAMÉR TYPE LARGE DEVIATIONS FOR GENERALIZED RANK STATISTICS – ON THE RATE OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR SIGNED RANK STATISTICS – A SHARPENING OF THE REMAINDER TERM IN THE HIGHER-DIMENSIONAL CENTRAL LIMIT THEOREM FOR MULTILINEAR RANK STATISTICS – THE ORDER OF NORMAL APPROXIMATION FOR SIGNED LINEAR RANK STATISTICS – CENTRAL LIMIT THEOREM FOR PERTURBED EMPIRICAL DISTRIBUTION FUNCTIONS EVALUATED AT A RANDOM POINT – LIMIT THEOREMS FOR RANDOM CENTRAL ORDER STATISTICS – ASYMPTOTIC EXPANSIONS FOR SUMS OF NONIDENTICALLY DISTRIBUTED BERNOULLI RANDOM VARIABLES – ON THE RATE OF CONVERGENCE IN NORMAL APPROXIMATION AND LARGE DEVIATION PROBABILITIES FOR A CLASS OF STATISTICS – ON HILBERT-SPACE-VALUED U-STATISTICS – ON THE CENTRAL LIMIT THEOREM IN HILBERT SPACE WITH APPLICATION TO U-STATISTICS – ASYMPTOTIC EXPANSIONS IN STATISTICS: A REVIEW OF METHODS AND APPLICATIONS – NORMAL APPROXIMATION OF U-STATISTICS IN HILBERT SPACE – Part II Limit Theorems (Dependent Case) – EMPIRICAL DISTRIBUTION FUNCTIONS AND FUNCTIONS OF ORDER STATISTICS FOR MIXING RANDOM VARIABLES – AN INVARIANCE PRINCIPLE FOR PROCESSES INDEXED BY TWO PARAMETERS AND SOME STATISTICAL APPLICATIONS – LIMITING BEHAVIOR OF U-STATISTICS, V-STATISTICS, AND ONE SAMPLE RANK ORDER STATISTICS FOR NONSTATIONARY ABSOLUTELY REGULAR PROCESSES – WEAK INVARIANCE OF GENERALIZED U-STATISTICS FOR NONSTATIONARY ABSOLUTELY REGULAR PROCESSES – THE SPACE D?k AND WEAK CONVERGENCE FOR THE RECTANGLE-INDEXED PROCESSES UNDER MIXING – WEAK INVARIANCE OF THE MULTIDIMENSIONAL RANK STATISTIC FOR NONSTATIONARY ABSOLUTELY REGULAR PROCESSES – WEAK CONVERGENCE OF THE SIMPLE LINEAR RANK STATISTIC UNDER MIXING CONDITIONS IN THE NONSTATIONARY CASE – WEAK CONVERGENCE OF WEIGHTED EMPIRICAL U-STATISTICS PROCESSES FOR DEPENDENT RANDOM VARIABLES – LAW OF THE ITERATED LOGARITHM FOR PERTURBED EMPIRICAL DISTRIBUTION FUNCTIONS EVALUATED AT A RANDOM POINT FOR NONSTATIONARY RANDOM VARIABLES – VALID EDGEWORTH EXPANSIONS OF M-ESTIMATORS IN REGRESSION MODELS WITH WEAKLY DEPENDENT RESIDUALS – CONDITIONAL U-STATISTICS FOR DEPENDENT RANDOM VARIABLES – WEAK CONVERGENCE OF SEQUENCES OF FIRST PASSAGE PROCESSES AND APPLICATIONS – CONDITIONAL EMPIRICAL PROCESSES DEFINED BY NONSTATIONARY ABSOLUTELY REGULAR SEQUENCES – Part III Extreme Value Theory – A STRONG INVARIANCE PRINCIPLE CONCERNING THE J-UPPER ORDER STATISTICS FOR STATIONARY m-DEPENDENT SEQUENCES – A STRONG INVARIANCE PRINCIPLE CONCERNING THE J-UPPER ORDER STATISTICS FOR STATIONARY GAUSSIAN SEQUENCES – EXTREMES OF MARKOV SEQUENCES – RECORDS AND 2-BLOCK RECORDS OF 1-DEPENDENT STATIONARY SEQUENCES UNDER LOCAL DEPENDENCE – Part IV Appendices A, ? and C – Appendix A Volume 1 Nonparametric Methods in Statistics and Related Topics – Appendix ? Volume 3 Time Series, Fuzzy Analysis and Miscellaneous Topics – Appendix C The Publications of Madan Lal Puri