VOL. 24 · NO. 4B | November 2018
 
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Frontmatter
Bernoulli 24 (4B), (November 2018)
No abstract available
Articles
Tamara Broderick, Ashia C. Wilson, Michael I. Jordan
Bernoulli 24 (4B), 3181-3221, (November 2018) DOI: 10.3150/16-BEJ855
KEYWORDS: Bayesian nonparametrics, beta process, completely random measure, conjugacy, exponential family, Indian buffet process, Posterior, size-biased
Pietro Siorpaes
Bernoulli 24 (4B), 3222-3245, (November 2018) DOI: 10.3150/17-BEJ958
KEYWORDS: Bessel process, Burkholder–Davis–Gundy, pathwise martingale inequalities, pseudo stopping time, Semimartingale, ‎variable exponent
Pietro Caputo, Alistair Sinclair
Bernoulli 24 (4B), 3246-3282, (November 2018) DOI: 10.3150/17-BEJ959
KEYWORDS: Boltzmann equation, Entropy, functional inequalities, nonlinear equations, Population dynamics
Jay Bartroff, Larry Goldstein, Ümit Işlak
Bernoulli 24 (4B), 3283-3317, (November 2018) DOI: 10.3150/17-BEJ961
KEYWORDS: Concentration, coupling, log concave, occupancy, Poisson binomial distribution
Teppei Ogihara
Bernoulli 24 (4B), 3318-3383, (November 2018) DOI: 10.3150/17-BEJ962
KEYWORDS: Asymptotic efficiency, Bayes-type estimation, Diffusion processes, local asymptotic normality, Market microstructure noise, maximum-likelihood-type estimation, nonsynchronous observations, Parametric estimation
Christian Döbler, Giovanni Peccati
Bernoulli 24 (4B), 3384-3421, (November 2018) DOI: 10.3150/17-BEJ963
KEYWORDS: de Jong theorem, degenerate $U$-statistics, Exchangeable pairs, gamma approximation, Hoeffding decomposition, multiple stochastic integrals, Stein equation, Stein’s method
Dan Cheng, Armin Schwartzman
Bernoulli 24 (4B), 3422-3446, (November 2018) DOI: 10.3150/17-BEJ964
KEYWORDS: Boundary, critical points, Gaussian random fields, GOE, GOI, height density, Isotropic, Kac–Rice formula, random matrices, sphere
Xiao Han, Guangming Pan, Qing Yang
Bernoulli 24 (4B), 3447-3468, (November 2018) DOI: 10.3150/17-BEJ965
KEYWORDS: canonical correlation analysis, F matrix, Largest eigenvalue, MANOVA, multivariate linear model, Random matrix theory, Tracy–Widom distribution
Simon Clinet, Yoann Potiron
Bernoulli 24 (4B), 3469-3493, (November 2018) DOI: 10.3150/17-BEJ966
KEYWORDS: Hawkes process, high-frequency data, integrated parameter, self-exciting process, Stochastic, time-varying parameter
Nadia Sidorova
Bernoulli 24 (4B), 3494-3521, (November 2018) DOI: 10.3150/17-BEJ967
KEYWORDS: Conditioning, Galton–Watson processes, Galton–Watson trees, immigration, large deviations, lower tail, martingale limit, small value probabilities
Ole Martin, Mathias Vetter
Bernoulli 24 (4B), 3522-3567, (November 2018) DOI: 10.3150/17-BEJ968
KEYWORDS: Asynchronous observations, Common jumps, high-frequency statistics, Itô semimartingale, stable convergence
Antoine Lejay, Paolo Pigato
Bernoulli 24 (4B), 3568-3602, (November 2018) DOI: 10.3150/17-BEJ969
KEYWORDS: arcsine distribution, Gaussian mixture, Local time, occupation time, Oscillating Brownian Motion, skew Brownian motion
N.N. Leonenko, I. Papić, A. Sikorskii, N. Šuvak
Bernoulli 24 (4B), 3603-3627, (November 2018) DOI: 10.3150/17-BEJ972
KEYWORDS: continuous time random walks, Fractional diffusion, Markov chains, Pearson diffusions, urn-scheme models, Wright–Fisher model
Ery Arias-Castro, Sébastien Bubeck, Gábor Lugosi, Nicolas Verzelen
Bernoulli 24 (4B), 3628-3656, (November 2018) DOI: 10.3150/17-BEJ973
KEYWORDS: Markov random fields, Detection, combinatorial testing, minimax test, image analysis
Donggyu Kim, Yi Liu, Yazhen Wang
Bernoulli 24 (4B), 3657-3682, (November 2018) DOI: 10.3150/17-BEJ974
KEYWORDS: adaptive threshold, diffusion, factor model, integrated volatility, kernel realized volatility, multiple-scale realized volatility, pre-averaging realized volatility, regularization, Sparsity
Nicolas Verzelen, Elisabeth Gassiat
Bernoulli 24 (4B), 3683-3710, (November 2018) DOI: 10.3150/17-BEJ975
KEYWORDS: heritability, minimax analysis, quadratic functional, signal to noise ratio
Kengo Kamatani
Bernoulli 24 (4B), 3711-3750, (November 2018) DOI: 10.3150/17-BEJ976
KEYWORDS: consistency, Malliavin calculus, Markov chain, Monte Carlo, Stein’s method
Christian Genest, Johanna G. Nešlehová, Louis-Paul Rivest
Bernoulli 24 (4B), 3751-3790, (November 2018) DOI: 10.3150/17-BEJ977
KEYWORDS: Clayton copula, completely monotone function, exponent measure, Galambos copula, Laplace transform, $\ell_{1}$-norm symmetric max-id distributions
Olivier Ledoit, Michael Wolf
Bernoulli 24 (4B), 3791-3832, (November 2018) DOI: 10.3150/17-BEJ979
KEYWORDS: Large-dimensional asymptotics, nonlinear shrinkage estimation, Random matrix theory, rotation equivariance, Stein’s loss
Chenlei Leng, Guangming Pan
Bernoulli 24 (4B), 3833-3863, (November 2018) DOI: 10.3150/17-BEJ980
KEYWORDS: Covariance matrix, Kronecker structure, matrix data, non-asymptotic bound
Ilaria Giulini
Bernoulli 24 (4B), 3864-3923, (November 2018) DOI: 10.3150/17-BEJ981
KEYWORDS: dimension-free bounds, Gram operator, PAC-Bayesian learning, robust estimation
Xiaobin Sun, Yimin Xiao, Lihu Xu, Jianliang Zhai
Bernoulli 24 (4B), 3924-3951, (November 2018) DOI: 10.3150/17-BEJ994
KEYWORDS: cover principles, Markov processes, uniform Hausdorff dimension
Backmatter
Bernoulli 24 (4B), (November 2018)
No abstract available
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