VOL. 26 · NO. 4 | November 2020
Bernoulli 26 (4), (November 2020)
No abstract available
Matthew Van Hala, Soutir Bandyopadhyay, Soumendra N. Lahiri, Daniel J. Nordman
Bernoulli 26 (4), 2463-2487, (November 2020) DOI: 10.3150/19-BEJ1160
KEYWORDS: Confidence sets, spatial periodogram, spatial testing, spectral moment conditions, stochastic sampling
Victor-Emmanuel Brunel
Bernoulli 26 (4), 2488-2502, (November 2020) DOI: 10.3150/19-BEJ1164
KEYWORDS: convex body, Convex hull, covering number, density support estimation, deviation inequality, random polytope
Mathias Drton, Elina Robeva, Luca Weihs
Bernoulli 26 (4), 2503-2540, (November 2020) DOI: 10.3150/19-BEJ1179
KEYWORDS: Conditional independence, Covariance matrix, Graphical model, trek separation, Verma constraint
Haoran Li, Alexander Aue, Debashis Paul
Bernoulli 26 (4), 2541-2571, (November 2020) DOI: 10.3150/19-BEJ1186
KEYWORDS: general linear hypothesis, local alternatives, Random matrix theory, ridge shrinkage, spectral shrinkage
Filip Lindskog, Abhishek Pal Majumder
Bernoulli 26 (4), 2572-2604, (November 2020) DOI: 10.3150/20-BEJ1196
KEYWORDS: Cox Ingersoll Ross, long time behavior, Ornstein Uhlenbeck, regime switching, SIS epidemic model
Zheng Gao, Stilian Stoev
Bernoulli 26 (4), 2605-2638, (November 2020) DOI: 10.3150/20-BEJ1197
KEYWORDS: concentration of maxima, high–dimensional inference, Ramsey theory, rapid variation, Relative stability, Sudakov–Fernique inequality, support recovery
Anatoli Juditsky, Arkadi Nemirovski
Bernoulli 26 (4), 2639-2669, (November 2020) DOI: 10.3150/20-BEJ1200
KEYWORDS: linear and quadratic functional estimation, linear estimation, statistical linear inverse problems
Roland Diel, Sylvain Le Corff, Matthieu Lerasle
Bernoulli 26 (4), 2670-2698, (November 2020) DOI: 10.3150/20-BEJ1203
KEYWORDS: latent variables, nonasymptotic risk bounds, nonparametric estimation, paired comparisons data
Jian Song, Xiaoming Song, Fangjun Xu
Bernoulli 26 (4), 2699-2726, (November 2020) DOI: 10.3150/20-BEJ1204
KEYWORDS: fractional Brownian motion, Hölder continuity, Intermittency, Malliavin calculus, Skorohod integral, Stochastic wave equation
Patric Bonnier, Harald Oberhauser
Bernoulli 26 (4), 2727-2757, (November 2020) DOI: 10.3150/20-BEJ1205
KEYWORDS: Cumulants, geometric rough paths, partitions, path signatures, Stochastic processes
Herold Dehling, Muneya Matsui, Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori
Bernoulli 26 (4), 2758-2789, (November 2020) DOI: 10.3150/20-BEJ1206
KEYWORDS: distance covariance, Empirical characteristic function, stochastic process, test of independence
Hajo Holzmann, Alexander Meister
Bernoulli 26 (4), 2790-2814, (November 2020) DOI: 10.3150/20-BEJ1207
KEYWORDS: adaptive estimation, ill-posed inverse problem, minimax risk, nonparametric estimation
Yue Zhao, Irène Gijbels, Ingrid Van Keilegom
Bernoulli 26 (4), 2815-2846, (November 2020) DOI: 10.3150/20-BEJ1208
KEYWORDS: $U$-process, Gaussian copula, normal scores rank correlation estimator, residual rank, Semiparametric efficiency, Spearman’s rho
Luo Xiao
Bernoulli 26 (4), 2847-2875, (November 2020) DOI: 10.3150/20-BEJ1209
KEYWORDS: $L_{2}$ convergence, Functional data analysis, Nonparametric regression, penalized splines, Uniform convergence
Lionel Truquet
Bernoulli 26 (4), 2876-2906, (November 2020) DOI: 10.3150/20-BEJ1210
KEYWORDS: local stationarity, time-inhomogeneous Markov chains
Viktor Todorov
Bernoulli 26 (4), 2907-2948, (November 2020) DOI: 10.3150/20-BEJ1211
KEYWORDS: bootstrap, fixed time of discontinuity, jumps, nonparametric inference, Options, stable convergence, stochastic volatility, Time-changed Lévy process
Alexandre Richard, Etienne Tanré, Soledad Torres
Bernoulli 26 (4), 2949-2986, (November 2020) DOI: 10.3150/20-BEJ1212
KEYWORDS: Gaussian noise, Penalisation, reflected rough differential equation, Skorokhod problem
Davy Paindaveine, Julien Remy, Thomas Verdebout
Bernoulli 26 (4), 2987-3016, (November 2020) DOI: 10.3150/20-BEJ1213
KEYWORDS: Le Cam’s asymptotic theory of statistical experiments, local asymptotic normality, Principal Component Analysis, sign tests, weak identifiability
Claire Brécheteau, Clément Levrard
Bernoulli 26 (4), 3017-3050, (November 2020) DOI: 10.3150/20-BEJ1214
KEYWORDS: Minimax rates, quantization, robust distance estimation, topological inference
Jan-Christian Hütter, Cheng Mao, Philippe Rigollet, Elina Robeva
Bernoulli 26 (4), 3051-3080, (November 2020) DOI: 10.3150/20-BEJ1215
KEYWORDS: constrained least-squares estimation, Monge matrices, permuted matrix estimation, Shape-constrained estimation
Anna Paola Todino
Bernoulli 26 (4), 3081-3110, (November 2020) DOI: 10.3150/20-BEJ1216
KEYWORDS: Berry’s cancellation, limit theorem, random eigenfunctions, Sample trispectrum
Olga Lopusanschi, Damien Simon
Bernoulli 26 (4), 3111-3138, (November 2020) DOI: 10.3150/20-BEJ1217
KEYWORDS: area anomaly, hidden Markov chains, Rough paths
Roman Vershynin
Bernoulli 26 (4), 3139-3162, (November 2020) DOI: 10.3150/20-BEJ1218
KEYWORDS: Concentration inequalities, Condition numbers, polynomials, Random tensors
Sami Umut Can, John H.J. Einmahl, Roger J.A. Laeven
Bernoulli 26 (4), 3163-3190, (November 2020) DOI: 10.3150/20-BEJ1219
KEYWORDS: copula, distribution-free, Goodness-of-fit, Monte Carlo simulation, semi-parametric estimation
Tomasz Grzywny, Karol Szczypkowski
Bernoulli 26 (4), 3191-3223, (November 2020) DOI: 10.3150/20-BEJ1220
KEYWORDS: Heat kernel estimates, Lévy process, Non-local operator, non-symmetric Markov process, non-symmetric operator, semigroups of measures, Transition density
Shogo Kato, Peter McCullagh
Bernoulli 26 (4), 3224-3248, (November 2020) DOI: 10.3150/20-BEJ1222
KEYWORDS: directional statistics, high dimensional data, stereographic projection, von Mises–Fisher distribution, wrapped Cauchy distribution
Lionel Truquet
Bernoulli 26 (4), 3249-3279, (November 2020) DOI: 10.3150/20-BEJ1225
KEYWORDS: categorical times series, chains with complete connections, coupling, dependence properties
Farida Enikeeva, Axel Munk, Markus Pohlmann, Frank Werner
Bernoulli 26 (4), 3280-3310, (November 2020) DOI: 10.3150/20-BEJ1226
KEYWORDS: ARMA processes, change point detection, minimax testing, time series, Toeplitz matrices, weak laws of large numbers
Bernoulli 26 (4), (November 2020)
No abstract available
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