VOL. 20 · NO. 3 | August 2014
 
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Frontmatter
Bernoulli 20 (3), (August 2014)
No abstract available
Articles
Karim Lounici
Bernoulli 20 (3), 1029-1058, (August 2014) DOI: 10.3150/12-BEJ487
KEYWORDS: Covariance matrix, Lasso, low-rank matrix estimation, missing observations, non-commutative Bernstein inequality, Optimal rate of convergence
Emmanuelle Clément, Sylvain Delattre, Arnaud Gloter
Bernoulli 20 (3), 1059-1096, (August 2014) DOI: 10.3150/13-BEJ515
KEYWORDS: Convolution theorem, Itô process, LAMN property
Jean-François Coeurjolly, Jesper Møller
Bernoulli 20 (3), 1097-1125, (August 2014) DOI: 10.3150/13-BEJ516
KEYWORDS: asymptotic normality, Composite likelihood, Estimating equation, inhomogeneous spatial point process, strong consistency, variational estimator
José E. Figueroa-López, Peter Tankov
Bernoulli 20 (3), 1126-1164, (August 2014) DOI: 10.3150/13-BEJ517
KEYWORDS: adaptive discretization, barrier options, bridge Monte Carlo methods, exit probability, killed Lévy process, Lévy bridge, small-time asymptotics
José E. Figueroa-López, Yankeng Luo, Cheng Ouyang
Bernoulli 20 (3), 1165-1209, (August 2014) DOI: 10.3150/13-BEJ518
KEYWORDS: local jump-diffusion models, option pricing, small-time asymptotic expansion, transition densities, transition distributions
Ilya Molchanov, Michael Schmutz, Kaspar Stucki
Bernoulli 20 (3), 1210-1233, (August 2014) DOI: 10.3150/13-BEJ519
KEYWORDS: ergodic theorem, exchangeability, isometry, swap-invariance, zonoid
Anirban Basak, Arup Bose, Sanchayan Sen
Bernoulli 20 (3), 1234-1259, (August 2014) DOI: 10.3150/13-BEJ520
KEYWORDS: Autocovariance function, Autocovariance matrix, banded and tapered autocovariance matrix, linear process, Spectral distribution, stationary process, Toeplitz matrix
Antonio Lijoi, Bernardo Nipoti, Igor Prünster
Bernoulli 20 (3), 1260-1291, (August 2014) DOI: 10.3150/13-BEJ521
KEYWORDS: completely random measure, dependent Poisson processes, Dirichlet process, generalized Polýa urn scheme, infinitely divisible vector, normalized $\sigma$-stable process, partially exchangeable random partition
Jüri Lember, Heinrich Matzinger, Anna Vollmer
Bernoulli 20 (3), 1292-1343, (August 2014) DOI: 10.3150/13-BEJ522
KEYWORDS: Longest common subsequence, optimal alignments, Homologous sequences
Christian Genest, Johanna G. Nešlehová, Bruno Rémillard
Bernoulli 20 (3), 1344-1371, (August 2014) DOI: 10.3150/13-BEJ524
KEYWORDS: checkerboard copula, Contingency table, count data, empirical process, Kendall’s tau, mid-ranks, multilinear extension copula, Spearman’s rho, test of independence
Herold Dehling, Olivier Durieu, Marco Tusche
Bernoulli 20 (3), 1372-1403, (August 2014) DOI: 10.3150/13-BEJ525
KEYWORDS: empirical processes indexed by classes of functions, dependent data, Markov chains, dynamical systems, ergodic torus automorphism, weak convergence
Xiao Fang
Bernoulli 20 (3), 1404-1431, (August 2014) DOI: 10.3150/13-BEJ527
KEYWORDS: discretized normal approximation, Exchangeable pairs, local dependence, size biasing, Stein coupling, Stein’s method
Marc Hallin, Christophe Ley
Bernoulli 20 (3), 1432-1453, (August 2014) DOI: 10.3150/13-BEJ528
KEYWORDS: centred parametrization, consistency rates, skewing function, Skew-normal distributions, skew-symmetric distributions, singular Fisher information
Nikolai Leonenko, Andriy Olenko
Bernoulli 20 (3), 1454-1483, (August 2014) DOI: 10.3150/13-BEJ529
KEYWORDS: excursion set, first Minkowski functional, Fisher–Snedecor random fields, heavy-tailed, limit theorems, Random field, sojourn measure, Student random fields
Subhra Sankar Dhar, Biman Chakraborty, Probal Chaudhuri
Bernoulli 20 (3), 1484-1506, (August 2014) DOI: 10.3150/13-BEJ530
KEYWORDS: characterization of distributions, contiguous alternatives, Gaussian process, Pitman efficacy, spatial quantiles, tests for distributions, the level and the power of test
Silvia Bianconcini
Bernoulli 20 (3), 1507-1531, (August 2014) DOI: 10.3150/13-BEJ531
KEYWORDS: Gaussian quadrature, generalized linear models, Laplace approximation, $M$-estimators
Zhibiao Zhao, Ying Wei, Dennis K.J. Lin
Bernoulli 20 (3), 1532-1559, (August 2014) DOI: 10.3150/13-BEJ532
KEYWORDS: Bahadur representation, coupling argument, least-absolute-deviation estimation, longitudinal data, nonparametric estimation, time series, weighted empirical process
Michaël Chichignoud, Johannes Lederer
Bernoulli 20 (3), 1560-1599, (August 2014) DOI: 10.3150/13-BEJ533
KEYWORDS: Adaptation, Huber contrast, Lepski’s method, M-estimation, minimax estimation, Nonparametric regression, pointwise estimation, robust estimation
A.B. Dieker, B. Yakir
Bernoulli 20 (3), 1600-1619, (August 2014) DOI: 10.3150/13-BEJ534
KEYWORDS: Extremes, Gaussian processes, Monte Carlo simulation, Pickands’ constants
S.G. Bobkov, G.P. Chistyakov, F. Götze
Bernoulli 20 (3), 1620-1646, (August 2014) DOI: 10.3150/13-BEJ535
KEYWORDS: Fisher information, limit theorems, Stable laws
Peter Hall, Jiashun Jin, Hugh Miller
Bernoulli 20 (3), 1647-1671, (August 2014) DOI: 10.3150/13-BEJ536
KEYWORDS: change-point analysis, ‎classification‎, Dimension reduction, Feature selection, logit model, maximum likelihood, ranking, thresholding
Backmatter
Bernoulli 20 (3), (August 2014)
No abstract available
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