We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate p/n regime, where the number of covariates p grows proportionally with the sample size n. Under appropriate regularity conditions, we establish the coordinate-wise asymptotic normality of regression M-estimates assuming a fixed-design matrix. Our proof is based on the second-order Poincare inequality (Chatterjee, 2009) and leave-one-out analysis (El Karoui et al., 2011). Some relevant examples are indicated to show that our regularity conditions are satisfied by a broad class of design matrices. We also show a counterexample, namely the ANOVA-type design, to emphasize that the technical assumptions are not just artifacts of the proof. Finally, the numerical experiments confirm and complement our theoretical results.

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We develop a theory to connect the following three areas: (a) the mean field equations on flat tori, (b) the classical Lame equations and (c) modular forms. A major theme in part I is a classification of developing maps f attached to solutions of the mean field equation according to the types of transformation laws (or monodromy) with respect to the period lattice satisfied by f.

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As a continuation of\lianyaufour, we study modular properties of the periods, the mirror maps and Yukawa couplings for multi-moduli Calabi-Yau varieties. In Part A of this paper, motivated by the recent work of Kachru-Vafa, we degenerate a three-moduli family of Calabi-Yau toric varieties along a codimension one subfamily which can be described by the vanishing of certain Mori coordinate, corresponding to going to the``large volume limit''in a certain direction. Then we see that the deformation space of the subfamily is the same as a certain family of K3 toric surfaces. This family can in turn be studied by further degeneration along a subfamily which in the end is described by a family of elliptic curves. The periods of the K3 family (and hence the original Calabi-Yau family) can be described by the squares of the periods of the elliptic curves. The consequences include:(1) proofs of various conjectural formulas of physicists\vk\lkm involving mirror maps and modular functions;(2) new identities involving multi-variable hypergeometric series and modular functions--generalizing\lianyaufour. In Part B, we study for two-moduli families the perturbation series of the mirror map and the type A Yukawa couplings near certain large volume limits. Our main tool is a new class of polynomial PDEs associated with Fuchsian PDE systems. We derive the first few terms in the perturbation series. For the case of degree 12 hypersurfaces in\P^ 4 [6, 2, 2, 1, 1], in one limit the series of the couplings are expressed in terms of the j function. In another limit, they are expressed in terms of rational functions. The latter give explicit formulas for infinite sequences of``instanton