VOL. 23 · NO. 1 | February 2017
Bernoulli 23 (1), (February 2017) Open Access
No abstract available
Alexander Aue, Rex C.Y. Cheung, Thomas C.M. Lee, Ming Zhong
Bernoulli 23 (1), 1-22, (February 2017) DOI: 10.3150/14-BEJ671 Open Access
KEYWORDS: autoregressive time series, Change-point, Genetic algorithm, minimum description length principle, nonstationary time series, structural break
Fang Han, Han Liu
Bernoulli 23 (1), 23-57, (February 2017) DOI: 10.3150/15-BEJ702 Open Access
KEYWORDS: double asymptotics, elliptical copula, Kendall’s tau correlation matrix, rate of convergence, transelliptical model
Vincent Bansaye, Vladimir Vatutin
Bernoulli 23 (1), 58-88, (February 2017) DOI: 10.3150/15-BEJ723 Open Access
KEYWORDS: branching processes, heavy tails, random environment, Random walks, speed of extinction
Tonglin Zhang, Ge Lin
Bernoulli 23 (1), 89-109, (February 2017) DOI: 10.3150/15-BEJ727 Open Access
KEYWORDS: asymptotic distribution, Clusters, converges in probability, Gaussian random field, spatial scan statistics
Vladimir Koltchinskii, Karim Lounici
Bernoulli 23 (1), 110-133, (February 2017) DOI: 10.3150/15-BEJ730 Open Access
KEYWORDS: Concentration inequalities, Effective rank, moment bounds, Sample covariance
Dario Cordero-Erausquin, Nathael Gozlan
Bernoulli 23 (1), 134-158, (February 2017) DOI: 10.3150/15-BEJ739 Open Access
KEYWORDS: Log-concave measures, Transport inequalities, weighted Poincaré inequalities
Chih-Hao Chang, Hsin-Cheng Huang, Ching-Kang Ing
Bernoulli 23 (1), 159-190, (February 2017) DOI: 10.3150/15-BEJ740 Open Access
KEYWORDS: asymptotic normality, consistency, exponential covariance function, fixed domain asymptotics, increasing domain asymptotics
Andreas Anastasiou, Gesine Reinert
Bernoulli 23 (1), 191-218, (February 2017) DOI: 10.3150/15-BEJ741 Open Access
KEYWORDS: maximum likelihood estimator, Normal approximation, Stein’s method
Pierre C. Bellec
Bernoulli 23 (1), 219-248, (February 2017) DOI: 10.3150/15-BEJ742 Open Access
KEYWORDS: Aggregation, concentration inequality, Density estimation, minimax lower bounds, Minimax optimality, Model selection, Sharp oracle inequality
Anna Ben-Hamou, Stéphane Boucheron, Mesrob I. Ohannessian
Bernoulli 23 (1), 249-287, (February 2017) DOI: 10.3150/15-BEJ743 Open Access
KEYWORDS: Concentration, missing mass, occupancy, rare species, regular variation
Omer Bobrowski, Sayan Mukherjee, Jonathan E. Taylor
Bernoulli 23 (1), 288-328, (February 2017) DOI: 10.3150/15-BEJ744 Open Access
KEYWORDS: clustering, homology, kernel density estimation, topological data analysis
Brice Franke, Françoise Pène, Martin Wendler
Bernoulli 23 (1), 329-378, (February 2017) DOI: 10.3150/15-BEJ745 Open Access
KEYWORDS: Lévy sheet, Random scenery, Random walk, stable limits, $U$-statistics
Antonio Canale, Pierpaolo De Blasi
Bernoulli 23 (1), 379-404, (February 2017) DOI: 10.3150/15-BEJ746 Open Access
KEYWORDS: Bayesian nonparametrics, Density estimation, Dirichlet mixture, factor model, posterior asymptotics, sparse random eigenmatrices
Firas Rassoul-Agha, Timo Seppäläinen, Atilla Yilmaz
Bernoulli 23 (1), 405-431, (February 2017) DOI: 10.3150/15-BEJ747 Open Access
KEYWORDS: Directed polymer, KPZ universality, large deviation, quenched free energy, random environment, Random potential, Random walk, Strong disorder, variational formula, very strong disorder, weak disorder
David Landriault, Bin Li, Hongzhong Zhang
Bernoulli 23 (1), 432-458, (February 2017) DOI: 10.3150/15-BEJ748 Open Access
KEYWORDS: asymptotics, Drawdown, duration, Lévy process, magnitude, parisian stopping time
Tavis Abrahamsen, James P. Hobert
Bernoulli 23 (1), 459-478, (February 2017) DOI: 10.3150/15-BEJ749 Open Access
KEYWORDS: conditionally conjugate prior, convergence rate, geometric drift condition, Markov chain, matrix inequality, Monte Carlo
Måns Thulin, Silvelyn Zwanzig
Bernoulli 23 (1), 479-502, (February 2017) DOI: 10.3150/15-BEJ750 Open Access
KEYWORDS: Binomial distribution, Confidence interval, expected length, fiducial interval, hypothesis test, Poisson distribution
Yinghui Wang
Bernoulli 23 (1), 503-521, (February 2017) DOI: 10.3150/15-BEJ752 Open Access
KEYWORDS: distributional solution, Explosion time, Feynman–Kac formula, minimal solution, multidimensional diffusion, second-order parabolic PDE, viscosity solution
Le Thi Thu Hien
Bernoulli 23 (1), 522-538, (February 2017) DOI: 10.3150/15-BEJ753 Open Access
KEYWORDS: continuity, Lyapunov exponents, Random potential, Random walk
Anton Muratov, Sergei Zuyev
Bernoulli 23 (1), 539-551, (February 2017) DOI: 10.3150/15-BEJ755 Open Access
KEYWORDS: adjustment process, attractor, Dirichlet distribution, gamma distribution, neighbour-dependent shifts, Poisson process, random exchange, random operator, Renewal process
Arnak S. Dalalyan, Mohamed Hebiri, Johannes Lederer
Bernoulli 23 (1), 552-581, (February 2017) DOI: 10.3150/15-BEJ756 Open Access
KEYWORDS: multiple linear regression, Oracle inequalities, sparse recovery, total variation penalty
Adam J. Harper
Bernoulli 23 (1), 582-602, (February 2017) DOI: 10.3150/15-BEJ757 Open Access
KEYWORDS: Pickands’ constants, Stationary Gaussian processes, suprema of processes
Oliver Jovanovski, Neal Madras
Bernoulli 23 (1), 603-625, (February 2017) DOI: 10.3150/15-BEJ758 Open Access
KEYWORDS: convergence rate, coupling, gamma distribution, hierarchical Gibbs sampler, Markov chain, Stochastic monotonicity
M. Sofia Massa, Eva Riccomagno
Bernoulli 23 (1), 626-644, (February 2017) DOI: 10.3150/15-BEJ759 Open Access
KEYWORDS: Algebraic statistics, Conditional independence, Gaussian graphical models, Markov combinations
Jianhai Bao, George Yin, Chenggui Yuan
Bernoulli 23 (1), 645-669, (February 2017) DOI: 10.3150/14-BEJ677 Open Access
KEYWORDS: $\alpha $-stable process, averaging principle, invariant measure, Stochastic partial differential equation, strong convergence
François Giraud, Pierre Del Moral
Bernoulli 23 (1), 670-709, (February 2017) DOI: 10.3150/14-BEJ680 Open Access
KEYWORDS: adaptive models, Feynman–Kac models, interacting particle systems, Sequential Monte Carlo methods
Shuyang Bai, Murad S. Taqqu
Bernoulli 23 (1), 710-742, (February 2017) DOI: 10.3150/15-BEJ697 Open Access
KEYWORDS: diagonals, long memory, noncentral limit theorem, Self-similar processes, Volterra, Wiener
Betina Berghaus, Axel Bücher, Stanislav Volgushev
Bernoulli 23 (1), 743-772, (February 2017) DOI: 10.3150/15-BEJ751 Open Access
KEYWORDS: bivariate rank statistics, empirical copula process, Pickands dependence function, strongly mixing, weighted weak convergence
Anita Behme, Lennart Bondesson
Bernoulli 23 (1), 773-787, (February 2017) DOI: 10.3150/15-BEJ761 Open Access
KEYWORDS: Excursion theory, Exponential functionals, generalized gamma convolution, hyperbolic monotonicity, Lévy process, products and ratios of independent random variables
Bernoulli 23 (1), (February 2017) Open Access
No abstract available
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