Bernoulli

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.

Editorial Board

L₂ boosting in kernel regression

B.U. Park, Y.K. Lee and S. Ha; 599-613

Nonparametric “regression” when errors are positioned at end-points

Peter Hall and Ingrid Van Keilegom; 614-633

Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps

Mark Podolskij and Mathias Vetter; 634-658

Local linear spatial quantile regression

Marc Hallin, Zudi Lu and Keming Yu; 659-686

Integrated volatility and round-off error

Mathieu Rosenbaum; 687-720

Exchangeable lower previsions

Gert de Cooman, Erik Quaeghebeur and Enrique Miranda; 721-735

Discrete chain graph models

Mathias Drton; 736-753

On the definition, stationary distribution and second order structure of positive semidefinite Ornstein–Uhlenbeck type processes

Christian Pigorsch and Robert Stelzer; 754-773

Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets

Chris Sherlock and Gareth Roberts; 774-798

The Dantzig selector and sparsity oracle inequalities

Vladimir Koltchinskii; 799-828

On the number of collisions in beta(2, b)-coalescents

Alex Iksanov, Alex Marynych and Martin Möhle; 829-845

Stochastic differential equations driven by fractional Brownian motions

Yu-Juan Jien and Jin Ma; 846-870

Sharp weak-type inequalities for differentially subordinated martingales

Adam Osȩkowski; 871-897

A distribution for a pair of unit vectors generated by Brownian motion

Shogo Kato; 898-921

A note on the Lindeberg condition for convergence to stable laws in Mallows distance

Euro G. Barbosa and Chang C.Y. Dorea; 922-924

Table of Contents