VOL. 22 · NO. 1 | February 2016
 
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Frontmatter
Bernoulli 22 (1), (February 2016)
No abstract available
Articles
Lee H. Dicker
Bernoulli 22 (1), 1-37, (February 2016) DOI: 10.3150/14-BEJ609
KEYWORDS: adaptive estimation, Equivariance, Marčenko–Pastur distribution, Random matrix theory
Mathias Drton, Han Xiao
Bernoulli 22 (1), 38-59, (February 2016) DOI: 10.3150/14-BEJ620
KEYWORDS: asymptotic distribution, factor analysis, large-sample theory, singular parameter point, tetrad, Wald statistic
Michela Ottobre, Natesh S. Pillai, Frank J. Pinski, Andrew M. Stuart
Bernoulli 22 (1), 60-106, (February 2016) DOI: 10.3150/14-BEJ621
KEYWORDS: diffusion limits, function space Markov chain Monte Carlo, hybrid Monte Carlo algorithm, second order Langevin diffusion
Zakhar Kabluchko, Stilian Stoev
Bernoulli 22 (1), 107-142, (February 2016) DOI: 10.3150/14-BEJ624
KEYWORDS: infinitely divisible process, max-infinitely divisible process, measure-preserving flow, minimality, Poisson process, ‎spectral representation, stochastic integral
Itai Dattner, Markus Reiß, Mathias Trabs
Bernoulli 22 (1), 143-192, (February 2016) DOI: 10.3150/14-BEJ626
KEYWORDS: adaptive estimation, Deconvolution, distribution function, Minimax convergence rates, Plug-in estimator, quantile function, random Fourier multiplier
Elisabeth Gassiat, Judith Rousseau
Bernoulli 22 (1), 193-212, (February 2016) DOI: 10.3150/14-BEJ631
KEYWORDS: dependent latent variable models, Hidden Markov models, nonparametric estimation, translation mixtures
Simon Guillotte, François Perron
Bernoulli 22 (1), 213-241, (February 2016) DOI: 10.3150/14-BEJ656
KEYWORDS: Bernstein’s theorem, extreme value copulas, Lorentz degree, Pickands dependence function, polynomials, spectral measure
Béatrice Laurent, Clément Marteau, Cathy Maugis-Rabusseau
Bernoulli 22 (1), 242-274, (February 2016) DOI: 10.3150/14-BEJ657
KEYWORDS: higher criticism, mixtures, Non-asymptotic testing procedure, order statistics, Separation rates
David Barrera, Magda Peligrad
Bernoulli 22 (1), 275-301, (February 2016) DOI: 10.3150/14-BEJ658
KEYWORDS: central limit theorem, discrete Fourier transform, Martingale approximation, periodogram, spectral analysis
Sylvain Delattre, Etienne Roquain
Bernoulli 22 (1), 302-324, (February 2016) DOI: 10.3150/14-BEJ659
KEYWORDS: Empirical distribution function, factor model, False discovery rate, functional central limit theorem, Functional Delta Method, Gaussian triangular arrays, Hermite polynomials, sample correlation matrix
Matthieu Lerasle, Daniel Y. Takahashi
Bernoulli 22 (1), 325-344, (February 2016) DOI: 10.3150/14-BEJ660
KEYWORDS: Model selection, Penalization, Slope heuristic, discrete random fields
S.N. Lahiri, Peter M. Robinson
Bernoulli 22 (1), 345-375, (February 2016) DOI: 10.3150/14-BEJ661
KEYWORDS: central limit theorem, edge effects, increasing domain asymptotics, long memory, Negative dependence, Positive dependence, sampling region, spatial lattice
Lauri Viitasaari
Bernoulli 22 (1), 376-395, (February 2016) DOI: 10.3150/14-BEJ662
KEYWORDS: Föllmer integral, Gaussian processes, generalised Lebesgue–Stieltjes integral, integral representation
Weining Shen, Subhashis Ghosal
Bernoulli 22 (1), 396-420, (February 2016) DOI: 10.3150/14-BEJ663
KEYWORDS: adaptive estimation, density regression, high-dimensional models, MCMC-free computation, nonparametric Bayesian inference, Posterior contraction rate, Variable selection
Manabu Kuroki
Bernoulli 22 (1), 421-443, (February 2016) DOI: 10.3150/14-BEJ664
KEYWORDS: causal effect, equivalence, Identification, Markov boundary
Archil Gulisashvili, Peter Tankov
Bernoulli 22 (1), 444-493, (February 2016) DOI: 10.3150/14-BEJ665
KEYWORDS: importance sampling, Laplace’s method, Monte Carlo method, multidimensional Black–Scholes model, multidimensional log-normal distribution, risk management, stress testing, tail-behavior
Nick Whiteley, Anthony Lee, Kari Heine
Bernoulli 22 (1), 494-529, (February 2016) DOI: 10.3150/14-BEJ666
KEYWORDS: convergence, Hidden Markov model, Particle filters
Emmanuel Gobet, Plamen Turkedjiev
Bernoulli 22 (1), 530-562, (February 2016) DOI: 10.3150/14-BEJ667
KEYWORDS: Backward stochastic differential equations, Dynamic programming equation, empirical regressions, Malliavin calculus, non-asymptotic error estimates
Estate Khmaladze
Bernoulli 22 (1), 563-588, (February 2016) DOI: 10.3150/14-BEJ668
KEYWORDS: Brownian bridge, Empirical processes, goodness of fit tests in $\mathbb{R}^{d}$, $g$-projected Brownian motions, parametric hypothesis, Unitary operators
Yuichi Hirose
Bernoulli 22 (1), 589-614, (February 2016) DOI: 10.3150/14-BEJ669
KEYWORDS: efficiency, efficient information bound, efficient score, implicitly defined function, profile likelihood, semi-parametric model
Janne V. Kujala
Bernoulli 22 (1), 615-651, (February 2016) DOI: 10.3150/14-BEJ670
KEYWORDS: active data selection, Active learning, asymptotic optimality, Bayesian adaptive estimation, cost of observation, D-optimality, decision theory, differential entropy, sequential estimation
Backmatter
Bernoulli 22 (1), (February 2016)
No abstract available
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