VOL. 23 · NO. 2 | May 2017
Bernoulli 23 (2), (May 2017) Open Access
No abstract available
Alexander Rakhlin, Karthik Sridharan, Alexandre B. Tsybakov
Bernoulli 23 (2), 789-824, (May 2017) DOI: 10.3150/14-BEJ679 Open Access
KEYWORDS: Aggregation, empirical risk minimization, Entropy, minimax regret, minimax risk
C. Butucea, R. Ngueyep Tzoumpe, P. Vandekerkhove
Bernoulli 23 (2), 825-862, (May 2017) DOI: 10.3150/15-BEJ760 Open Access
KEYWORDS: asymptotic normality, consistency, contrast estimators, finite mixture of regressions, Fourier transform, Identifiability, inverse problem, mixture model, semiparametric, symmetric errors
Federica Nicolussi, Roberto Colombi
Bernoulli 23 (2), 863-883, (May 2017) DOI: 10.3150/15-BEJ762 Open Access
KEYWORDS: categorical variables, Chain Graph Models, conditional indipendence models, marginal models
O.V. Lepski, T. Willer
Bernoulli 23 (2), 884-926, (May 2017) DOI: 10.3150/15-BEJ763 Open Access
KEYWORDS: $\mathbb{L}_{p}$-risk, adaptive estimation, Density estimation, generalized deconvolution model, Minimax rates, Nikol’skii spaces
Denis Belomestny, Tigran Nagapetyan
Bernoulli 23 (2), 927-950, (May 2017) DOI: 10.3150/15-BEJ764 Open Access
KEYWORDS: Lévy-driven stochastic differential equations, Multilevel Monte Carlo, Weak approximation schemes
Wen-Xin Zhou, Chao Zheng, Zhen Zhang
Bernoulli 23 (2), 951-989, (May 2017) DOI: 10.3150/15-BEJ766 Open Access
KEYWORDS: Goodness-of-fit, high-frequency alternations, multiplier bootstrap, Neyman’s smooth test, two-sample problem
Thierry Dumont, Sylvain Le Corff
Bernoulli 23 (2), 990-1021, (May 2017) DOI: 10.3150/15-BEJ767 Open Access
KEYWORDS: Identifiability, maximum likelihood, nonparametric estimation, state space model
Markus Reiß, Leonie Selk
Bernoulli 23 (2), 1022-1055, (May 2017) DOI: 10.3150/15-BEJ768 Open Access
KEYWORDS: completeness, frontier estimation, Monotone boundary, nonparametric MLE, optional stopping, Poisson point process, shape constraint, sufficiency, support estimation, UMVU
Franck Barthe, Benoît Huou
Bernoulli 23 (2), 1056-1081, (May 2017) DOI: 10.3150/15-BEJ769 Open Access
KEYWORDS: Influences, Isoperimetry
Jean Bertoin
Bernoulli 23 (2), 1082-1101, (May 2017) DOI: 10.3150/15-BEJ770 Open Access
KEYWORDS: branching process, Growth-fragmentation, self-similarity
Jan Draisma, Piotr Zwiernik
Bernoulli 23 (2), 1102-1129, (May 2017) DOI: 10.3150/15-BEJ771 Open Access
KEYWORDS: chain graphs, Gaussian graphical models, group action, equivariant estimator, invariant test, transformation family
Shurong Zheng, Zhidong Bai, Jianfeng Yao
Bernoulli 23 (2), 1130-1178, (May 2017) DOI: 10.3150/15-BEJ772 Open Access
KEYWORDS: central limit theorem, equality of covariance matrices, large-dimensional covariance matrices, large-dimensional Fisher matrix, Linear spectral statistics
Ran Wang, Jie Xiong, Lihu Xu
Bernoulli 23 (2), 1179-1201, (May 2017) DOI: 10.3150/15-BEJ773 Open Access
KEYWORDS: $\alpha$-stable noises, exponential ergodicity, irreducibility, Moderate deviation principle, stochastic real Ginzburg–Landau equation
Mathias Drton, Shaowei Lin, Luca Weihs, Piotr Zwiernik
Bernoulli 23 (2), 1202-1232, (May 2017) DOI: 10.3150/15-BEJ775 Open Access
KEYWORDS: Algebraic statistics, Gaussian graphical model, latent tree models, marginal likelihood, multivariate normal distribution, singular learning theory
Alexander Iksanov, Alexander Marynych, Matthias Meiners
Bernoulli 23 (2), 1233-1278, (May 2017) DOI: 10.3150/15-BEJ776 Open Access
KEYWORDS: random process with immigration, renewal theory, shot noise processes, weak convergence of finite-dimensional distributions
Alexander Iksanov, Alexander Marynych, Matthias Meiners
Bernoulli 23 (2), 1279-1298, (May 2017) DOI: 10.3150/15-BEJ777 Open Access
KEYWORDS: random point process, renewal shot noise process, stationary renewal process, weak convergence in the Skorokhod space
Jean-François Coeurjolly, Frédéric Lavancier
Bernoulli 23 (2), 1299-1334, (May 2017) DOI: 10.3150/15-BEJ779 Open Access
KEYWORDS: central limit theorem, Lennard–Jones potential, pseudo-likelihood
Axel Bücher, Michael Hoffmann, Mathias Vetter, Holger Dette
Bernoulli 23 (2), 1335-1364, (May 2017) DOI: 10.3150/15-BEJ780 Open Access
KEYWORDS: Change points, Lévy measure, multiplier bootstrap, sequential empirical processes, weak convergence
Antoine Ayache, Julien Hamonier
Bernoulli 23 (2), 1365-1407, (May 2017) DOI: 10.3150/15-BEJ781 Open Access
KEYWORDS: discrete variations, heavy-tailed distributions, laws of large numbers, statistical estimation of functions, time changing Hurst parameter
S. Chakar, E. Lebarbier, C. Lévy-Leduc, S. Robin
Bernoulli 23 (2), 1408-1447, (May 2017) DOI: 10.3150/15-BEJ782 Open Access
KEYWORDS: auto-regressive model, Change-points, Model selection, robust estimation of the $\operatorname{AR}(1)$ parameter, time series
Bernoulli 23 (2), (May 2017) Open Access
No abstract available
Back to Top