P. Billingsley, Convergence of probability measures, 1968.
DOI : 10.1002/9780470316962

D. L. Donoho and J. M. Johnstone, Ideal spatial adaptation by wavelet shrinkage, Biometrika, vol.81, issue.3, p.425455, 1994.
DOI : 10.1093/biomet/81.3.425

M. D. Donsker, Justication and extension of Doob's heuristic approach to the Kolmogorov- Smirnov theorems. The Annals of mathematical statistics, p.277281, 1952.

R. M. Dudley, Weak convergence of measures on nonseparable metric spaces and empirical measures on euclidian spaces, Illinois Journal of Mathematics, vol.11, p.109126, 1966.

A. Goldenshluger and O. Lepski, Uniform bounds for norms of sums of independent random functions. Arxiv preprint arXiv:0904, 1950.
URL : https://hal.archives-ouvertes.fr/hal-01265260

P. J. Huber, Robust estimation of a location parameter, The Annals of Mathematical Statistics, p.73101, 1964.

P. J. Huber, Robust statistics, 1981.
DOI : 10.1002/0471725250

J. P. Kleijnen, Design and analysis of simulation experiments, 2007.
DOI : 10.1007/978-3-319-18087-8

T. Klein and E. Rio, Concentration around the mean for maxima of empirical processes, The Annals of Probability, vol.33, issue.3, p.10601077, 2005.
DOI : 10.1214/009117905000000044

M. R. Kosorok, Introduction to empirical processes and semiparametric inference. Springer series in statistics, 2008.

M. Ledoux, The concentration of measure phenomenon, 2001.
DOI : 10.1090/surv/089

P. Massart, Concentration inequalities and model selection: Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003, 2007.

P. Massart and É. Nédélec, Risk bounds for statistical learning. The Annals of Statistics, p.23262366, 2006.

D. Pollard, Empirical processes: theory and applications, Regional Conference Series in Probability and Statistics Hayward, 1990.

T. J. Santner, B. J. Williams, and W. Notz, The design and analysis of computer experiments, 2003.
DOI : 10.1007/978-1-4757-3799-8

G. Shorack and J. A. Wellner, Empirical processes with applications to statistics, Series in Probability and Statistics, 1986.
DOI : 10.1137/1.9780898719017

C. Soize and R. Ghanem, Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure, SIAM Journal on Scientific Computing, vol.26, issue.2, pp.395-410, 2004.
DOI : 10.1137/S1064827503424505
URL : https://hal.archives-ouvertes.fr/hal-00686211

M. Talagrand, Sharper bounds for Gaussian and empirical processes. The Annals of Probability, p.2876, 1994.

S. Van-de-geer, Empirical processes in M-estimation, 2000.

A. W. Van and . Vaart, Asymptotic statistics, 2000.

A. W. Van-der-vaart and J. A. Wellner, Weak Convergence and Empirical Processes, 1996.
DOI : 10.1007/978-1-4757-2545-2

E. Vazquez, PhD thesis) Modélisation comportementale de systèmes non-linéaires multivariables par méthodes à noyaux et applications, 2005.