Errors in new book. p.5: Line 3: add $y > 0$. p.27: Line -4: B should be C. Line -2: first A should be C. p.41: The last four lines should be omitted. p.44: Exercise 5.4 should be omitted. We should be guillotined for this error! p.48: On lines -9, -8, -7, -6, () should be ||. On line -8, "-2..." should be "+2...". p.49: "of unions of two intervals" should be "of intervals or their complements". p.50: Line 4: (k+2) becomes 2(k+2). Lines 8 and 9: 4(k+2) becomes 8(k+2). p.55: "unions of two intervals" should be "intervals or their complements". p.75: mid-page, $\Sigma_k$ should be $\Sigma_1$. One line above that, the square root should be extended over the determinant. p.82: Line -4: $2\int|K|$ should be $2\int|K|/n$. Line -2: the exponent should be $-nt^2 /2(\int|K|)^2$. p.98: Line -12: "converges to zero as $h \to 0$" should be "is one for all $h > 0$". p.99: Line -3: closing parenthesis! p.102: Line 5: closing parenthesis! p.103: In theorem 10.3 and corollary 10.1, an expected value is forgotten in front of the big square roots. p.112: Line -12: TAILS0 => TAILS) p.134: Line -3: replace x twice in the summations by $X_i$. p.166: last line of the equations, mid-page: $f_{n,H(x)}$ should be $f_n$. p.190: Lemma 17.1, $h.K$ should be $h, K$. Thanks for helping us with this embarrassing list of booboos: Gerard Biau