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 14, Number 4
Publication Date: November 2008
Frontmatter
Editorial Staff
Papers
Level sets of the stochastic wave equation driven by a symmetric Lévy noise
Davar Khoshnevisan and Eulalia Nualart; 899-925
Concentration for norms of infinitely divisible vectors with independent components
Christian Houdré, Philippe Marchal and Patricia Reynaud-Bouret; 926-948
General branching processes in discrete time as random trees
Peter Jagers and Serik Sagitov; 949-962
Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
Kouji Yano; 963-987
Gibbs fragmentation trees
Peter McCullagh, Jim Pitman and Matthias Winkel; 988-1002
A method of moments estimator of tail dependence
John H.J. Einmahl, Andrea Krajina and Johan Segers; 1003-1026
Estimating the multivariate extremal index function
Christian Y. Robert; 1027-1064
Estimation of bivariate excess probabilities for elliptical models
Belkacem Abdous, Anne-Laure Fougères, Kilani Ghoudi and Philippe Soulier; 1065-1088
Mixing least-squares estimators when the variance is unknown
Christophe Giraud; 1089-1107
Uniform in bandwidth consistency of conditional U-statistics
Julia Dony and David M. Mason; 1108-1133
The Dagum family of isotropic correlation functions
Christian Berg, Jorge Mateu and Emilio Porcu; 1134-1149
Universal pointwise selection rule in multivariate function estimation
Alexander Goldenshluger and Oleg Lepski; 1150-1190
Backmatter
Table of Contents
2009 © Bernoulli Society for Mathematical Statistics and Probability
