Bernoulli

Volume 19, Number 1

February 2013

Select/deselect all

Frontmatter

Editorial Board
Abstract Enhanced PDF

Papers

Functional data analysis in an operator-based mixed-model frameworkBo Markussen; 1 - 17
Abstract Enhanced PDF
Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithmHervé Cardot, Peggy Cénac, and Pierre-André Zitt; 18 - 43
Abstract Enhanced PDF
Consistent nonparametric Bayesian inference for discretely observed scalar diffusionsFrank van der Meulen and Harry van Zanten; 44 - 63
Abstract Enhanced PDF
A Bayesian nonparametric approach to modeling market share dynamicsIgor Prünster and Matteo Ruggiero; 64 - 92
Abstract Enhanced PDF
A numerical scheme for backward doubly stochastic differential equationsAuguste Aman; 93 - 114
Abstract Enhanced PDF
Small time Chung-type LIL for Lévy processesFrank Aurzada, Leif Döring, and Mladen Savov; 115 - 136
Abstract Enhanced PDF
Improving Brownian approximations for boundary crossing problemsRobert Keener; 137 - 153
Abstract Enhanced PDF
An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motionShogo Kato and M.C. Jones; 154 - 171
Abstract Enhanced PDF
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric contextO. Kouamo, C. Lévy-Leduc, and E. Moulines; 172 - 204
Abstract Enhanced PDF
Inference for modulated stationary processesZhibiao Zhao and Xiaoye Li; 205 - 227
Abstract Enhanced PDF
Parameter estimation and model testing for Markov processes via conditional characteristic functionsSong X. Chen, Liang Peng, and Cindy L. Yu; 228 - 251
Abstract Enhanced PDF
Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered dataShujie Ma, Qiongxia Song, and Li Wang; 252 - 274
Abstract Enhanced PDF
On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrixXing Sun and Andrew B. Nobel; 275 - 294
Abstract Enhanced PDF
Empirical likelihood-based tests for stochastic orderingHammou El Barmi and Ian W. McKeague; 295 - 307
Abstract Enhanced PDF
Weak limits for exploratory plots in the analysis of extremesBikramjit Das and Souvik Ghosh; 308 - 343
Abstract Enhanced PDF
A quantile regression estimator for censored dataChenlei Leng and Xingwei Tong; 344 - 361
Abstract Enhanced PDF

Backmatter

Table of Contents
Abstract Enhanced PDF
Select/deselect all
  • Export citations

© 2017 Bernoulli Society for Mathematical Statistics and Probability

Top

Bernoulli Society for Mathematical Statistics and Probability

Bernoulli

New content alerts

Email RSS ToC RSS Article
  • You have access to this content.
  • You have partial access to this content.
  • You do not have access to this content.
Turn Off MathJax

What is MathJax?