VOL. 27 · NO. 2 | May 2021
Bernoulli 27 (2), (May 2021)
No abstract available
Alexandra Carpentier, Nicolas Verzelen
Bernoulli 27 (2), 727-750, (May 2021) DOI: 10.3150/20-BEJ1224
KEYWORDS: high dimensional regression, minimax composite-composite testing, model testing
Ivan Gentil, Simon Zugmeyer
Bernoulli 27 (2), 751-771, (May 2021) DOI: 10.3150/20-BEJ1228
KEYWORDS: Beckner inequalities, curvature-dimension condition, entropy flows, Poincaré inquality
Victor-Emmanuel Brunel, Jason M. Klusowski, Dana Yang
Bernoulli 27 (2), 772-793, (May 2021) DOI: 10.3150/20-BEJ1229
KEYWORDS: Convex bodies, order statistics, support estimation, support function
Sen Na, Mladen Kolar
Bernoulli 27 (2), 794-817, (May 2021) DOI: 10.3150/20-BEJ1238
KEYWORDS: high-dimensional estimation, index volatility model, Stein’s identity
Lutz Dümbgen, Richard J. Samworth, Jon A. Wellner
Bernoulli 27 (2), 818-852, (May 2021) DOI: 10.3150/20-BEJ1256
KEYWORDS: Binomial distribution, hypergeometric distribution, Poisson approximation, relative errors, total variation distance
Peter Grandits
Bernoulli 27 (2), 853-865, (May 2021) DOI: 10.3150/20-BEJ1257
KEYWORDS: discontinuous drift, hitting probabilities, Optimal control problem, two-dimensional Brownian motion
Chen Wang, Saisai Yang, Tusheng Zhang
Bernoulli 27 (2), 866-898, (May 2021) DOI: 10.3150/20-BEJ1258
KEYWORDS: Stochastic differential equation, reflected Brownian motion, Local time, Singular drift, Weak solution, transition density function
Philippe Briand, Christel Geiss, Stefan Geiss, Céline Labart
Bernoulli 27 (2), 899-929, (May 2021) DOI: 10.3150/20-BEJ1259
KEYWORDS: Backward stochastic differential equations, convergence rate, Donsker’s theorem, finite difference scheme, scaled random walk, Wasserstein distance
Puying Zhao, Lei Wang, Jun Shao
Bernoulli 27 (2), 930-945, (May 2021) DOI: 10.3150/20-BEJ1260
KEYWORDS: Covariate dimension reduction, estimation, Identifiability, instrument, Nonparametric kernel regression, semiparametric propensity
Wanli Qiao
Bernoulli 27 (2), 946-975, (May 2021) DOI: 10.3150/20-BEJ1261
KEYWORDS: Ridges, intersections, Level sets, extreme value distribution, kernel density estimation
Boualem Djehiche, Othmane Mazhar, Cristian R. Rojas
Bernoulli 27 (2), 976-1000, (May 2021) DOI: 10.3150/20-BEJ1262
KEYWORDS: Finite impulse response, least squares, Non-asymptotic estimation, shifted random vector, random covariance Toeplitz matrix, concentration inequality
Michael Kupper, José Miguel Zapata
Bernoulli 27 (2), 1001-1027, (May 2021) DOI: 10.3150/20-BEJ1263
KEYWORDS: large deviations, max-stable monetary risk measures, large deviation principle, Laplace principle, concentration function, asymptotic shortfall risk
Adam Jakubowski, Igor Rodionov, Natalia Soja-Kukieła
Bernoulli 27 (2), 1028-1056, (May 2021) DOI: 10.3150/20-BEJ1264
KEYWORDS: stationary random fields, extreme value limit theory, phantom distribution function, extremal index, Gaussian random fields
Yiting Li, Yuanyuan Xu
Bernoulli 27 (2), 1057-1076, (May 2021) DOI: 10.3150/20-BEJ1265
KEYWORDS: central limit theorem, Linear eigenvalue statistics, generalized Wigner matrix
Solesne Bourguin, Charles-Philippe Diez, Ciprian A. Tudor
Bernoulli 27 (2), 1077-1102, (May 2021) DOI: 10.3150/20-BEJ1266
KEYWORDS: Wishart matrix, multiple stochastic integrals, Malliavin calculus, Stein’s method, Rosenblatt process, fractional Brownian motion, high-dimensional regime
Anirvan Chakraborty, Victor M. Panaretos
Bernoulli 27 (2), 1103-1130, (May 2021) DOI: 10.3150/20-BEJ1267
KEYWORDS: Functional data analysis, phase variation, synchronisation, warping
Michael Röckner, Xicheng Zhang
Bernoulli 27 (2), 1131-1158, (May 2021) DOI: 10.3150/20-BEJ1268
KEYWORDS: Distribution dependent SDEs, Zvonkin’s transformation, singular drifts, superposition principle, McKean–Vlasov system
Kay Bogerd, Rui M. Castro, Remco van der Hofstad, Nicolas Verzelen
Bernoulli 27 (2), 1159-1188, (May 2021) DOI: 10.3150/20-BEJ1269
KEYWORDS: Community detection, inhomogeneous random graphs, scan statistics, minimax hypothesis testing
Changbo Zhu, Xiaofeng Shao
Bernoulli 27 (2), 1189-1211, (May 2021) DOI: 10.3150/20-BEJ1270
KEYWORDS: two sample test, high dimensionality, Permutation test, power analysis
Keisuke Yano, Ryoya Kaneko, Fumiyasu Komaki
Bernoulli 27 (2), 1212-1238, (May 2021) DOI: 10.3150/20-BEJ1271
KEYWORDS: Adaptation, high dimension, Kullback–Leibler divergence, missing at random, Poisson model, Zero inflation
Holger Drees, Sebastian Neblung
Bernoulli 27 (2), 1239-1269, (May 2021) DOI: 10.3150/20-BEJ1272
KEYWORDS: Asymptotic efficiency, Empirical processes, extremal index, Extreme value analysis, sliding vs disjoint blocks, time series, uniform central limit theorems
Aihua Fan, Davit Karagulyan
Bernoulli 27 (2), 1270-1290, (May 2021) DOI: 10.3150/20-BEJ1273
KEYWORDS: random covering, non-uniform densities
Clément Foucart, Pei-Sen Li, Xiaowen Zhou
Bernoulli 27 (2), 1291-1318, (May 2021) DOI: 10.3150/20-BEJ1274
KEYWORDS: coming down from infinity, entrance boundary, hitting time, continuous-state non-linear branching process, regularly varying function, spectrally positive Lévy process, time-change, weighted occupation time
Thomas Mikosch, Igor Rodionov
Bernoulli 27 (2), 1319-1347, (May 2021) DOI: 10.3150/20-BEJ1276
KEYWORDS: large deviation probability, subexponential distribution, maximum domain of attraction, Gumbel distribution, Fréchet distribution, regular variation, stationary sequence
Timothy B. Armstrong
Bernoulli 27 (2), 1348-1370, (May 2021) DOI: 10.3150/20-BEJ1277
KEYWORDS: Honest confidence interval, Adaptation, self-similarity
Bojan Basrak, Hrvoje Planinić
Bernoulli 27 (2), 1371-1408, (May 2021) DOI: 10.3150/20-BEJ1278
KEYWORDS: compound Poisson approximation, Random fields, regular variation, tail process, point process, local sequence alignment, Gumbel distribution
Carsten Jentsch, Rafał Kulik
Bernoulli 27 (2), 1409-1439, (May 2021) DOI: 10.3150/20-BEJ1279
KEYWORDS: heavy tails, Hill estimator, multiplier bootstrap, regular variation, stationary time series, tail empirical process, tail array sums
Bernoulli 27 (2), (May 2021)
No abstract available
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