Bernoulli is published by the Bernoulli Society for Mathematical Statistics and Probability and disseminated by the Institute of Mathematical Statistics on behalf of the Bernoulli Society. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work.
Volume 19, Number 1
Publication Date: February 2013
Frontmatter
Editorial Board
Papers
Functional data analysis in an operator-based mixed-model framework
Bo Markussen; 1-17
Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm
Hervé Cardot, Peggy Cénac and Pierre-André Zitt; 18-43
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Frank van der Meulen and Harry van Zanten; 44-63
A Bayesian nonparametric approach to modeling market share dynamics
Igor Prünster and Matteo Ruggiero; 64-92
A numerical scheme for backward doubly stochastic differential equations
Auguste Aman; 93-114
Small time Chung-type LIL for Lévy processes
Frank Aurzada, Leif Döring and Mladen Savov; 115-136
Improving Brownian approximations for boundary crossing problems
Robert Keener; 137-153
An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion
Shogo Kato and M.C. Jones; 154-171
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
O. Kouamo, C. Lévy-Leduc and E. Moulines; 172-204
Inference for modulated stationary processes
Zhibiao Zhao and Xiaoye Li; 205-227
Parameter estimation and model testing for Markov processes via conditional characteristic functions
Song X. Chen, Liang Peng and Cindy L. Yu; 228-251
Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
Shujie Ma, Qiongxia Song and Li Wang; 252-274
On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix
Xing Sun and Andrew B. Nobel; 275-294
Empirical likelihood-based tests for stochastic ordering
Hammou El Barmi and Ian W. McKeague; 295-307
Weak limits for exploratory plots in the analysis of extremes
Bikramjit Das and Souvik Ghosh; 308-343
A quantile regression estimator for censored data
Chenlei Leng and Xingwei Tong; 344-361
Backmatter
Table of Contents
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