Special Issue Commemorating the 300th anniversary of the publication of Ars Conjectandi by Jacob Bernoulli. Edited by Richard A. Davis (Columbia University) and Thomas Mikosch (University of Copenhagen)
VOL. 19 · NO. 4 | September 2013
Bernoulli 19 (4), (September 2013) Open Access
No abstract available
Richard A. Davis, Thomas Mikosch
Bernoulli 19 (4), 1087, (September 2013) DOI: 10.3150/13-BEJSPED Open Access
No abstract available
Invited Contributors
Eugene Seneta
Bernoulli 19 (4), 1088-1121, (September 2013) DOI: 10.3150/12-BEJSP12 Open Access
KEYWORDS: Bienaymé–Chebyshev Inequality, Jacob Bernoulli’s Theorem, J.V. Uspensky and S.N. Bernstein, Markov’s Theorem, P.A. Nekrasov and A.A. Markov, Stirling’s approximation
David Aldous
Bernoulli 19 (4), 1122-1149, (September 2013) DOI: 10.3150/12-BEJSP04 Open Access
KEYWORDS: Epidemic, Interacting particle system, Markov chain, Social network, voter model
Johel Beltran, Jean-François Le Gall
Bernoulli 19 (4), 1150-1175, (September 2013) DOI: 10.3150/12-BEJSP13 Open Access
KEYWORDS: Brownian map, Gromov–Hausdorff convergence, pendant vertex, quadrangulation, well-labeled tree
Alexander W. Blocker, Xiao-Li Meng
Bernoulli 19 (4), 1176-1211, (September 2013) DOI: 10.3150/13-BEJSP16 Open Access
KEYWORDS: data compression, data repositories, measurement error, multiphase inference, multiple imputation, statistical principles
Peter Bühlmann
Bernoulli 19 (4), 1212-1242, (September 2013) DOI: 10.3150/12-BEJSP11 Open Access
KEYWORDS: Global testing, Lasso, multiple testing, Ridge regression, Variable selection, Westfall–Young permutation procedure
Louis H. Y. Chen, Adrian Röllin
Bernoulli 19 (4), 1243-1267, (September 2013) DOI: 10.3150/12-BEJSP18 Open Access
KEYWORDS: Bernoulli random variables, Bootstrap percolation, compound Poisson approximation, local dependence, maximal arithmetic progressions, monotone coupling, multivariate Poisson approximation, Poisson approximation, Poisson process approximation, Rare events, size-bias coupling, Stein’s method
Geoffrey Decrouez, Peter Hall
Bernoulli 19 (4), 1268-1293, (September 2013) DOI: 10.3150/12-BEJSP02 Open Access
KEYWORDS: algebraic irrational number, bootstrap, Confidence interval, continuity correction, difference of binomial proportions, discontinuity, irrational number, sum of binomial proportions, transcendental number
Persi Diaconis
Bernoulli 19 (4), 1294-1305, (September 2013) DOI: 10.3150/12-BEJSP09 Open Access
KEYWORDS: Markov chains, nonreversible chains, rates of convergence
Hans Föllmer, Alexander Schied
Bernoulli 19 (4), 1306-1326, (September 2013) DOI: 10.3150/12-BEJSP05 Open Access
KEYWORDS: algorithmic trading, arbitrage pricing theory, coherent risk measure, convex risk measure, hedging, incomplete market, Knightian uncertainty, market impact model, model uncertainty, monetary measure of risk, pathwise Itô calculus, price impact, superhedging, variance swap
Tilmann Gneiting
Bernoulli 19 (4), 1327-1349, (September 2013) DOI: 10.3150/12-BEJSP06 Open Access
KEYWORDS: completely monotone, covariance localization, fractal index, interpolation of scattered data, Isotropic, locally supported, multiquadric, Pólya criterion, radial basis function, Schoenberg coefficients
Francis Hirsch, Marc Yor
Bernoulli 19 (4), 1350-1377, (September 2013) DOI: 10.3150/12-BEJSP01 Open Access
KEYWORDS: inverse local time, Mellin transform, multiplicative infinite divisibility, perpetuity
Michael I. Jordan
Bernoulli 19 (4), 1378-1390, (September 2013) DOI: 10.3150/12-BEJSP17 Open Access
Hans R. Künsch
Bernoulli 19 (4), 1391-1403, (September 2013) DOI: 10.3150/12-BEJSP07 Open Access
KEYWORDS: Ensemble Kalman filter, importance sampling and resampling, sequential Monte Carlo, smoothing algorithm, state space models
Nancy Reid
Bernoulli 19 (4), 1404-1418, (September 2013) DOI: 10.3150/12-BEJSP03 Open Access
KEYWORDS: approximate pivotal quantities, Composite likelihood, Laplace approximation, nuisance parameter, Parametric inference, $r^{*}$ approximation
Sidney I. Resnick, David Zeber
Bernoulli 19 (4), 1419-1448, (September 2013) DOI: 10.3150/12-BEJSP08 Open Access
Jonathan Taylor
Bernoulli 19 (4), 1449-1464, (September 2013) DOI: 10.3150/12-BEJSP15 Open Access
KEYWORDS: convex analysis, Gaussian processes, least squares, penalized regression
Bin Dai, Shilin Ding, Grace Wahba
Bernoulli 19 (4), 1465-1483, (September 2013) DOI: 10.3150/12-BEJSP10 Open Access
KEYWORDS: Bernoulli distribution, generalized linear models, Lasso, smoothing spline
Bin Yu
Bernoulli 19 (4), 1484-1500, (September 2013) DOI: 10.3150/13-BEJSP14 Open Access
KEYWORDS: cross-validation, double exponential error, estimation stability, fMRI, high-dim regression, Lasso, movie reconstruction, robust statistics, stability
Bernoulli 19 (4), (September 2013) Open Access
No abstract available
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