VOL. 19 · NO. 2 | May 2013
Bernoulli 19 (2), (May 2013) Open Access
No abstract available
Shankar Bhamidi, Remco van der Hofstad, Gerard Hooghiemstra
Bernoulli 19 (2), 363-386, (May 2013) DOI: 10.3150/11-BEJ402 Open Access
KEYWORDS: complete graph, Extreme value theory, first passage percolation, hopcount, minimal path weight, Poisson approximation, Stein–Chen method, stochastic mean-field model, weak disorder
Michael L. Stein
Bernoulli 19 (2), 387-408, (May 2013) DOI: 10.3150/11-BEJ405 Open Access
KEYWORDS: Fox’s $H$-function, generalized covariance function, Matérn covariance function
Uwe Küchler, Michael Sørensen
Bernoulli 19 (2), 409-425, (May 2013) DOI: 10.3150/11-BEJ411 Open Access
KEYWORDS: asymptotic normality, Composite likelihood, consistency, discrete time observation of continuous-time models, prediction-based estimating functions, pseudo-likelihood, stochastic delay differential equation
M. Hoffmann, M. Rosenbaum, N. Yoshida
Bernoulli 19 (2), 426-461, (May 2013) DOI: 10.3150/11-BEJ407 Open Access
KEYWORDS: contrast estimation, discretely observed continuous-time processes, Hayashi–Yoshida covariation estimator, lead-lag effect
Ingrid Hobæk Haff
Bernoulli 19 (2), 462-491, (May 2013) DOI: 10.3150/12-BEJ413 Open Access
KEYWORDS: copulae, efficiency, empirical distribution functions, hierarchical construction, stepwise estimation, vines
Liang Peng, Linyi Qian, Jingping Yang
Bernoulli 19 (2), 492-520, (May 2013) DOI: 10.3150/11-BEJ409 Open Access
KEYWORDS: bivariate extreme, dependence function, jackknife empirical likelihood method
Alexandre Belloni, Victor Chernozhukov
Bernoulli 19 (2), 521-547, (May 2013) DOI: 10.3150/11-BEJ410 Open Access
KEYWORDS: Lasso, OLS post-Lasso, post-model selection estimators
Robert C. Griffiths, Dario Spanò
Bernoulli 19 (2), 548-598, (May 2013) DOI: 10.3150/11-BEJ403 Open Access
KEYWORDS: canonical correlations, Dirichlet distribution, Dirichlet-multinomial distribution, Ewens’s sampling formula, Hahn, Jacobi, Lancaster’s problem, multivariate orthogonal polynomials, orthogonal polynomial kernels, Poisson–Dirichlet distribution, Pólya urns, positive-definite sequences
Ronnie Loeffen, Irmina Czarna, Zbigniew Palmowski
Bernoulli 19 (2), 599-609, (May 2013) DOI: 10.3150/11-BEJ404 Open Access
KEYWORDS: Lévy process, Parisian ruin, Risk process, ruin probability
Erol A. Peköz, Adrian Röllin, Nathan Ross
Bernoulli 19 (2), 610-632, (May 2013) DOI: 10.3150/11-BEJ406 Open Access
KEYWORDS: discrete equilibrium distribution, geometric distribution, Preferential attachment model, Stein’s method, Yaglom’s theorem
Jean-Christophe Mourrat
Bernoulli 19 (2), 633-645, (May 2013) DOI: 10.3150/12-BEJ417 Open Access
KEYWORDS: central limit theorem, martingale, rate of convergence
Guillaume Lecué, Shahar Mendelson
Bernoulli 19 (2), 646-675, (May 2013) DOI: 10.3150/11-BEJ408 Open Access
KEYWORDS: Aggregation, empirical process, Gaussian approximation, Gibbs estimators
Ery Arias-Castro, Geoffrey R. Grimmett
Bernoulli 19 (2), 676-719, (May 2013) DOI: 10.3150/11-BEJ412 Open Access
KEYWORDS: Cluster detection, connected components, largest open cluster within a box, multiple hypothesis testing, percolation, scan statistic, surveillance, upper level set scan statistic
Bernoulli 19 (2), (May 2013) Open Access
No abstract available
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