VOL. 23 · NO. 4B | November 2017
 
VIEW ALL ABSTRACTS +
Frontmatter
Bernoulli 23 (4B), (November 2017)
No abstract available
Articles
Mathieu Gerber, Nicolas Chopin
Bernoulli 23 (4B), 2951-2987, (November 2017) DOI: 10.3150/16-BEJ834
KEYWORDS: Hidden Markov models, low discrepancy, particle filtering, quasi-Monte Carlo, sequential quasi-Monte Carlo, smoothing, state–space models
Marco Meyer, Carsten Jentsch, Jens-Peter Kreiss
Bernoulli 23 (4B), 2988-3020, (November 2017) DOI: 10.3150/16-BEJ835
KEYWORDS: Autoregression, bootstrap, Random fields
Tobias Fissler, Mark Podolskij
Bernoulli 23 (4B), 3021-3066, (November 2017) DOI: 10.3150/16-BEJ836
KEYWORDS: continuous Itô semimartingales, High frequency data, microstructure noise, rank testing, stable convergence
Friedrich Götze, Alexey Naumov, Alexander Tikhomirov
Bernoulli 23 (4B), 3067-3113, (November 2017) DOI: 10.3150/16-BEJ837
KEYWORDS: central limit theorem, characteristic functions, Fuss–Catalan distributions, Products of random matrices
Daniel Vogel, Martin Wendler
Bernoulli 23 (4B), 3114-3144, (November 2017) DOI: 10.3150/16-BEJ838
KEYWORDS: CUSUM test, Hodges–Lehmann estimator, long-run variance, median, near epoch dependence, robustness, Weak invariance principle
Andrew R. Francis, Milan Stehlík, Henry P. Wynn
Bernoulli 23 (4B), 3145-3165, (November 2017) DOI: 10.3150/16-BEJ839
KEYWORDS: buildings, confidence intervals, confidence nets, Coxeter groups, nonparametrics
Heather Battey
Bernoulli 23 (4B), 3166-3177, (November 2017) DOI: 10.3150/16-BEJ840
KEYWORDS: Covariance matrix, matrix logarithm, precision matrix, Spectral theory
Marco Avella-Medina
Bernoulli 23 (4B), 3178-3196, (November 2017) DOI: 10.3150/16-BEJ841
KEYWORDS: distribution theory, implicit function theorem, Lasso, regularization, robust statistics
Tatsuya Kubokawa, Éric Marchand, William E. Strawderman
Bernoulli 23 (4B), 3197-3212, (November 2017) DOI: 10.3150/16-BEJ842
KEYWORDS: concave loss, dominance, frequentist risk, inadmissibility, $L_{1}$ loss, multivariate normal, plug-in, predictive density, restricted parameter space, Scale mixture of normals, Stein estimation
S. Valère Bitseki Penda, Mikael Escobar-Bach, Arnaud Guillin
Bernoulli 23 (4B), 3213-3242, (November 2017) DOI: 10.3150/16-BEJ843
KEYWORDS: Bifurcating Markov chains, Deviation inequalities, geometric ergodicity, Transportation inequalities, Wasserstein distance
Antar Bandyopadhyay, Debleena Thacker
Bernoulli 23 (4B), 3243-3267, (November 2017) DOI: 10.3150/16-BEJ844
KEYWORDS: central limit theorem, infinite color urn, local limit theorem, Random walk, reinforcement processes, urn models
Rita Giuliano, Michel Weber
Bernoulli 23 (4B), 3268-3310, (November 2017) DOI: 10.3150/16-BEJ846
KEYWORDS: Bernoulli part, effective remainder, Independent random variables, lattice distributed, local limit theorem, Random walk in random scenery
Robert E. Gaunt
Bernoulli 23 (4B), 3311-3345, (November 2017) DOI: 10.3150/16-BEJ848
KEYWORDS: coupling, distributional transformation, products of normal random variables, Stein’s method, zero biasing
Dragan Radulović, Marten Wegkamp, Yue Zhao
Bernoulli 23 (4B), 3346-3384, (November 2017) DOI: 10.3150/16-BEJ849
KEYWORDS: Donsker classes, empirical copula process, integration by parts, multivariate functions of bounded variation, weak convergence
Xingqiu Zhao, Yuanshan Wu, Guosheng Yin
Bernoulli 23 (4B), 3385-3411, (November 2017) DOI: 10.3150/16-BEJ850
KEYWORDS: Accelerated failure time model, B-spline, proportional hazards model, semiparametric efficiency bound, sieve maximum likelihood estimator, survival data
Javier Cárcamo
Bernoulli 23 (4B), 3412-3436, (November 2017) DOI: 10.3150/16-BEJ851
KEYWORDS: distributional limit theorems, integrated Brownian bridge, integrated empirical process, Lorentz spaces, probability metrics, stochastic integral, stop-loss distance, Zolotarev metric
François Portier, Anouar El Ghouch, Ingrid Van Keilegom
Bernoulli 23 (4B), 3437-3468, (November 2017) DOI: 10.3150/16-BEJ852
KEYWORDS: asymptotic inference, bootstrap, Cox model, promotion time cure model, Semiparametric efficiency
Nikolai Leonenko, M. Dolores Ruiz-Medina, Murad S. Taqqu
Bernoulli 23 (4B), 3469-3507, (November 2017) DOI: 10.3150/16-BEJ853
KEYWORDS: Hermite expansion, Laguerre expansion, multiple Wiener–Itô stochastic integrals, non-central limit results, reduction theorems, series expansions
Ronald W. Butler
Bernoulli 23 (4B), 3508-3536, (November 2017) DOI: 10.3150/16-BEJ854
KEYWORDS: asymptotic hazard rate, compound distribution, Cramér–Lundberg approximation, Darboux’s theorem, first-passage distribution, Ikehara–Delange theorem, Ikehara–Wiener theorem, semi-Markov process, Sparre Andersen model, Tauberian theory
Prithwish Bhaumik, Subhashis Ghosal
Bernoulli 23 (4B), 3537-3570, (November 2017) DOI: 10.3150/16-BEJ856
KEYWORDS: approximate likelihood, Bayesian inference, Bernstein–von Mises theorem, ordinary differential equation, Runge–Kutta method, Spline smoothing
Rémi Peyre
Bernoulli 23 (4B), 3571-3597, (November 2017) DOI: 10.3150/16-BEJ858
KEYWORDS: fractional Brownian motion, Law of the iterated logarithm, stopping time, two-way crossing
S. Valère Bitseki Penda, Marc Hoffmann, Adélaïde Olivier
Bernoulli 23 (4B), 3598-3637, (November 2017) DOI: 10.3150/16-BEJ859
KEYWORDS: Bifurcating autoregressive process, Bifurcating Markov chains, binary trees, Deviations inequalities, growth-fragmentation processes, minimax rates of convergence, Nonparametric adaptive estimation
Erwan Hillion, Oliver Johnson
Bernoulli 23 (4B), 3638-3649, (November 2017) DOI: 10.3150/16-BEJ860
KEYWORDS: Bernoulli sums, concavity, Entropy, Poisson binomial distribution, Transportation of measure
Eric Beutner, Laurent Bordes, Laurent Doyen
Bernoulli 23 (4B), 3650-3684, (November 2017) DOI: 10.3150/16-BEJ861
KEYWORDS: Accelerated failure time model, Cox’s proportional hazards model, effective age process, profile likelihood inference, recurrent event data, semi-parametric statistical model, virtual age process
Yaming Yu
Bernoulli 23 (4B), 3685-3710, (November 2017) DOI: 10.3150/16-BEJ862
KEYWORDS: Bernoulli bandits, Convex order, Dirichlet bandits, Log-concavity, Optimal stopping, sequential decision, two-armed bandits
Colin Fox, Albert Parker
Bernoulli 23 (4B), 3711-3743, (November 2017) DOI: 10.3150/16-BEJ863
KEYWORDS: Bayesian inference, Gaussian Markov random field, Gibbs sampling, matrix splitting, multivariate normal distribution, non-stationary stochastic iteration, polynomial acceleration
Madalina Deaconu, Samuel Herrmann
Bernoulli 23 (4B), 3744-3771, (November 2017) DOI: 10.3150/16-BEJ866
KEYWORDS: Bessel processes with non-integer dimension, hitting time, numerical algorithm
Backmatter
Bernoulli 23 (4B), (November 2017)
No abstract available
Back to Top