25th Anniversary Issue
VOL. 25 · NO. 3 | November 2011
 
VIEW ALL ABSTRACTS +
Frontmatter
Braz. J. Probab. Stat. 25 (3), (November 2011)
No abstract available
Articles
Silvia L. P. Ferrari, Francisco Cribari-Neto, Nancy L. Garcia
Braz. J. Probab. Stat. 25 (3), 237-238, (November 2011) DOI: 10.1214/11-BJPS161
No abstract available
Roger Koenker
Braz. J. Probab. Stat. 25 (3), 239-262, (November 2011) DOI: 10.1214/10-BJPS131
KEYWORDS: Quantile regression, Additive model, confidence bands, Hotelling tubes
Bent Jørgensen, Célestin C. Kokonendji
Braz. J. Probab. Stat. 25 (3), 263-293, (November 2011) DOI: 10.1214/10-BJPS136
KEYWORDS: geometric compounding, geometric cumulants, geometric infinite divisibility, geometric tilting, geometric Tweedie model, v-function
Ole E. Barndorff-Nielsen
Braz. J. Probab. Stat. 25 (3), 294-322, (November 2011) DOI: 10.1214/11-BJPS140
KEYWORDS: Ambit fields and processes, extended subordination, Lévy bases, Mixed moving averages, Volatility, trawling
Wilfrid S. Kendall, Huiling Le
Braz. J. Probab. Stat. 25 (3), 323-352, (November 2011) DOI: 10.1214/11-BJPS141
KEYWORDS: Central approximation theorem, central limit theorem, curvature, empirical Fréchet mean, ‎exponential map, Fréchet mean, gradient, Hessian, Kähler manifold, Lindeberg condition, Newton’s method, Riemannian centre of mass, Weak law of large numbers
D. A. S. Fraser, N. Reid
Braz. J. Probab. Stat. 25 (3), 353-361, (November 2011) DOI: 10.1214/11-BJPS147
KEYWORDS: Conditioning, Confidence, default prior, Jeffreys prior, noninformative prior, objective prior, reference prior, subjective prior
Michael Sørensen
Braz. J. Probab. Stat. 25 (3), 362-391, (November 2011) DOI: 10.1214/11-BJPS148
KEYWORDS: asymptotic normality, consistency, diffusion with measurement errors, Gaussian process, integrated diffusion, linear predictors, non-Markovian models, optimal estimating function, partially observed system, Pearson diffusion, statistical inference for stochastic processes, Stochastic differential equation, stochastic volatility model, superposition of diffusions
Kristian Lum, Alan E. Gelfand
Braz. J. Probab. Stat. 25 (3), 392-405, (November 2011) DOI: 10.1214/11-BJPS151
KEYWORDS: Bayesian model, constant suppression, dynamic model, Euler discretization, Markov chain Monte Carlo, Orenstein–Uhlenbeck process, time series
Yann Ruffieux, A. C. Davison
Braz. J. Probab. Stat. 25 (3), 406-420, (November 2011) DOI: 10.1214/11-BJPS154
KEYWORDS: Empirical Bayes, environmental sensor, hierarchical model, mixture model, normal distribution, SensorScope, spike-and-slab model, ‎wavelet
D. R. Brillinger, H. K. Preisler, M. J. Wisdom
Braz. J. Probab. Stat. 25 (3), 421-436, (November 2011) DOI: 10.1214/11-BJPS153
KEYWORDS: Elk, Gradient System, particle process, potential function
David Firth
Braz. J. Probab. Stat. 25 (3), 437-443, (November 2011) DOI: 10.1214/11-BJPS155
KEYWORDS: Difference estimator, Horvitz–Thompson estimator, regression estimator, simulation, variance reduction
Pranab K. Sen, Antonio C. Pedroso-de-Lima
Braz. J. Probab. Stat. 25 (3), 444-470, (November 2011) DOI: 10.1214/11-BJPS156
KEYWORDS: CAN statistics, exponential family of densities, Hellinger-distance, LA(M)N, likelihood ratio, maximum likelihood estimator, nonparametrics, Rao’s score statistics, regular family of estimators, resampling plans
Backmatter
Braz. J. Probab. Stat. 25 (3), (November 2011)
No abstract available
Back to Top