VOL. 19 · NO. 5B | November 2013
Bernoulli 19 (5B), (November 2013) Open Access
No abstract available
Guillaume Lecué
Bernoulli 19 (5B), 2153-2166, (November 2013) DOI: 10.3150/12-BEJ447 Open Access
KEYWORDS: Aggregation, empirical processes theory, empirical risk minimization, Learning theory
Nikola Sandrić
Bernoulli 19 (5B), 2167-2199, (November 2013) DOI: 10.3150/12-BEJ448 Open Access
KEYWORDS: Foster–Lyapunov drift criterion, Harris recurrence, petite set, recurrence, stable distribution, T-chain, transience
Tatsuya Kubokawa, William E. Strawderman
Bernoulli 19 (5B), 2200-2221, (November 2013) DOI: 10.3150/12-BEJ449 Open Access
KEYWORDS: Admissibility, benchmark, constrained Bayes estimator, decision theory, dominance result, Empirical Bayes, Fay–Herriot model, minimaxity, multivariate normal distribution, quadratic loss function, risk function, small area estimation
Cyrille Dubarry, Sylvain Le Corff
Bernoulli 19 (5B), 2222-2249, (November 2013) DOI: 10.3150/12-BEJ450 Open Access
KEYWORDS: Additive functionals, Deviation inequalities, FFBS, FFBSi, particle-based approximations, Sequential Monte Carlo methods
Anton Schick, Wolfgang Wefelmeyer
Bernoulli 19 (5B), 2250-2276, (November 2013) DOI: 10.3150/12-BEJ451 Open Access
KEYWORDS: density estimator, Efficient estimator, efficient influence function, functional central limit theorem, local polynomial smoother, local U-statistic, local von Mises statistic, monotone regression function
Tong Zhang
Bernoulli 19 (5B), 2277-2293, (November 2013) DOI: 10.3150/12-BEJ452 Open Access
KEYWORDS: multi-stage convex relaxation, non-convex penalty, Variable selection
A.M. Kulik, N.N. Leonenko
Bernoulli 19 (5B), 2294-2329, (November 2013) DOI: 10.3150/12-BEJ453 Open Access
KEYWORDS: $\beta$-mixing coefficient, central limit theorem, convergence rate, Fisher–Snedecor diffusion, Law of Large Numbers
Kayvan Sadeghi
Bernoulli 19 (5B), 2330-2358, (November 2013) DOI: 10.3150/12-BEJ454 Open Access
KEYWORDS: ancestral graph, Directed acyclic graph, independence model, $m$-separation criterion, marginalisation and conditioning, MC graph, summary graph
T. Tony Cai, Zongming Ma
Bernoulli 19 (5B), 2359-2388, (November 2013) DOI: 10.3150/12-BEJ455 Open Access
KEYWORDS: Correlation matrix, Covariance matrix, High-dimensional data, likelihood ratio test, minimax hypothesis testing, power, testing covariance structure
Liudas Giraitis, Hira L. Koul
Bernoulli 19 (5B), 2389-2413, (November 2013) DOI: 10.3150/12-BEJ456 Open Access
KEYWORDS: Bartlett approximation, Lindeberg–Feller, linear process, Quadratic forms
Alexander Walsh
Bernoulli 19 (5B), 2414-2436, (November 2013) DOI: 10.3150/12-BEJ457 Open Access
KEYWORDS: additive functional, Dirichlet form, Fukushima decomposition, Itô formula, Markov process, stochastic calculus, Quadratic Variation, zero energy process
Jacek Jakubowski, Maciej Wiśniewolski
Bernoulli 19 (5B), 2437-2454, (November 2013) DOI: 10.3150/12-BEJ458 Open Access
KEYWORDS: Bessel process, Brownian motion, hyperbolic Bessel process, Laplace transform
Tomoyuki Ichiba, Ioannis Karatzas, Vilmos Prokaj
Bernoulli 19 (5B), 2455-2493, (November 2013) DOI: 10.3150/12-BEJ459 Open Access
KEYWORDS: diffusion with reflection and rank-dependent characteristics, semimartingale local time, skew representations, Skorokhod problem, sum-of-exponential stationary densities, Tanaka formula and equation, unfolding nonnegative semimartingales, weak and strong solutions
Loïc Chaumont, Henry Pantí, Víctor Rivero
Bernoulli 19 (5B), 2494-2523, (November 2013) DOI: 10.3150/12-BEJ460 Open Access
KEYWORDS: Lamperti representation, Lévy processes, multiplicative invariant processes, Self-similar Markov processes
Marc Hallin, Davy Paindaveine, Thomas Verdebout
Bernoulli 19 (5B), 2524-2556, (November 2013) DOI: 10.3150/12-BEJ461 Open Access
KEYWORDS: Common Principal Components, local asymptotic normality, rank-based methods, robustness
Abdelaati Daouia, Laurent Gardes, Stéphane Girard
Bernoulli 19 (5B), 2557-2589, (November 2013) DOI: 10.3150/12-BEJ466 Open Access
KEYWORDS: asymptotic normality, Extreme quantile, extreme-value index, kernel smoothing, regression, von-Mises condition
John W. Lau
Bernoulli 19 (5B), 2590-2626, (November 2013) DOI: 10.3150/12-BEJ467 Open Access
KEYWORDS: Bayesian non-parametric, completely random measures, Dirichlet process, generalized gamma process, Poisson Dirichlet process, random probability measures, tilting
Christophe Crambes, André Mas
Bernoulli 19 (5B), 2627-2651, (November 2013) DOI: 10.3150/12-BEJ469 Open Access
KEYWORDS: functional data, functional output, linear regression model, optimality, prediction mean square error, weak convergence
Cristina Butucea, Yuri I. Ingster
Bernoulli 19 (5B), 2652-2688, (November 2013) DOI: 10.3150/12-BEJ470 Open Access
KEYWORDS: detection of sparse signal, minimax adaptive testing, minimax testing, random matrices, sharp detection bounds
J.L. Wadsworth, J.A. Tawn
Bernoulli 19 (5B), 2689-2714, (November 2013) DOI: 10.3150/12-BEJ471 Open Access
KEYWORDS: Asymptotic independence, coefficient of tail dependence, multivariate extreme value theory, Pickands’ dependence function, regular variation
Philip Preuß, Mathias Vetter, Holger Dette
Bernoulli 19 (5B), 2715-2749, (November 2013) DOI: 10.3150/12-BEJ472 Open Access
KEYWORDS: bootstrap, empirical spectral measure, Goodness-of-fit tests, integrated periodogram, locally stationary process, non-stationary processes, Spectral density
Octavio Arizmendi, Takahiro Hasebe
Bernoulli 19 (5B), 2750-2767, (November 2013) DOI: 10.3150/12-BEJ473 Open Access
KEYWORDS: Beta distribution, free infinite divisibility, free Poisson law, monotone stable law
Emilio Porcu, René L. Schilling
Bernoulli 19 (5B), 2768, (November 2013) DOI: 10.3150/12-BEJ465 Open Access
KEYWORDS: continuity, Lévy–Khintchine representation, variograms
Bernoulli 19 (5B), 2769-2771, (November 2013) DOI: 10.3150/13-BEJ195BACK Open Access
No abstract available
Bernoulli 19 (5B), 2772-2779, (November 2013) Open Access
No abstract available
Bernoulli 19 (5B), (November 2013) Open Access
No abstract available
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