Table of contents, Bernoulli Journal, vol. 11, no. 4 (2005)

Abstract

Table of contents, Bernoulli Journal, vol. 11, no. 4 (2005)

Minimax expected measure confidence sets for restricted location parameters; Authors: Steven N. Evans, Ben B. Hansen, Philip B. Stark

Edgeworth-type expansions for transition densities of Markov chains converging to diffusions; Authors: Valentin Konakov, Enno Mammen

On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models; Authors: Harry Van Zanten

New large-deviation local theorems for sums of independent and identically distributed random vectors when the limit distribution is α-stable; Authors: Alexander Nagaev, Alexander Zaigraev

Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws; Authors: Benjamin Jourdain, Sylvie Méléard, Wojbor A. Woyczynski

Empirical likelihood based inference for the derivative of the nonparametric regression function; Authors: Gengsheng Qin, Min Tsao

Convergence results for conditional expectations; Authors: Irene Crimaldi, Luca Pratelli

Bootstrap prediction and Bayesian prediction under misspecified models; Authors: Tadayoshi Fushiki