Bernoulli

Official Journal of the Bernoulli Society

for Mathematical Statistics and Probability


Forthcoming papers


Paper title Author(s) Link to the Paper
(when accepted)
Closeness of convolutions of probability measures Bero Roos PDF XML
Asymptotic Results for Sample Autocovariance Functions and Extremes of Integrated Generalized Ornstein-Uhlenbeck Processes Vicky Fasen PDF XML
Between the LIL and the LSL Allan Gut
Fredrik Jonsson,
Ulrich Stadtmüller
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Multivariate COGARCH(1,1) Processes Robert Stelzer PDF XML
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels Yves Atchade,
Gersende Fort
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On the posterior distribution of means of nonparametric prior processes Lancelot F. James,
Antonio Lijoi,
Igor Pruenster
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A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables Michael Boutsikas,
Eutichia Vaggelatou
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Large Deviations for Stochastic Flows of Diffeomorphisms Amarjit Budhiraja,
Paul Dupuis,
Vasileios Maroulas
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Viscosity solutions for systems of parabolic variational inequalities Lucian Maticiuc,
Etienne Pardoux,
Aurel Rascanu,
Adrian Zalinescu
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Variable Selection in Measurement Error Models Yanyuan Ma,
Runze Li
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Learning Gradients and Feature Selection on Manifolds

Sayan Mukherjee,
Qiang Wu,
Ding-Xuan Zhou
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Fibers of sample size two of hierarchical models and Markov bases of decomposable models for contingency tables Hisayuki Hara,
Satoshi Aoki,
Akimichi Takemura
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Uniform error bounds for a continuous approximation of nonnegative random variables Carmen Sangüesa PDF XML
A semiparametric efficient estimator in case-control studies Yanyuan Ma PDF XML
Copulas for Markovian dependence Andreas Nordvall Lagerås PDF XML
Absolute continuity for some one-dimensional processes Nicolas Fournier,
 Jacques Printems
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Relative Log-concavity and a Pair of Triangle Inequalities Yaming Yu PDF XML
Latent diffusion models for event history analysis Gareth O. Roberts,
Laura M. Sangalli
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Asymptotics for random Young diagrams when the word length andalphabet size simultaneously grow to infinity Jean-Christophe Breton,
Christian Houdré
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Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling Luis Mendo,
José M. Hernando
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Strong Approximations of Level Exceedences Related to Multiple Hypothesis Testing Peter G Hall,
Qiying Wang
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Conditional density estimation in a censored single-index regression model Olivier Bouaziz,
Olivier Lopez
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Asymptotic Minimax Risk of Predictive Density Estimation for Nonparametric Regression Xinyi Xu,
Feng Liang
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Approximating a Geometric fractional Brownian motion and related processes via discrete Wick calculus Christian Bender,
Peter Parczewski
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Dirichlet Mean Identities and Laws of a Class of Subordinators Lancelot Fitzgerald James PDF XML
Sharper lower bounds on the performance of the Empirical Risk Minimization Algorithm Guillaume Lecue
Shahar Mendelson
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Some covariance models based on normal scale mixtures Martin Schlather PDF XML
Reflected BSDE with a Constraint and its applications in incomplete market Mingyu Xu,
Shige Peng
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Functional Linear Regression Via Canonical Analysis Guozhong He,
Hans-Georg Müller,
Jane-Ling Wang
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Bayesian Deformable Models Building via Stochastic Approximation Algorithm: A Convergence Study Stéphanie Allassonnière,
Estelle Kuhn,
Alain Trouvé
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Group Representations and High-Resolution Central Limit Theorems for Subordinated Spherical Random Fields Domenico Marinucci,
Giovanni Peccati
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Varying-Coefficient Functional Linear Regression Yichao Wu,
Jianqing Fan,
Hans-Georg Mueller
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Asymptotic Properties of Maximum Likelihood Estimators in Models with Multiple Change Points Heping He PDF XML
Bayesian nonparametric estimation and consistency of Mixed Multinomial Logit choice models Pierpaolo De Blasi,
Lancelot F. James,
John W. Lau
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A self-similar process arising from a random walk with random environment in random scenery Brice Franke,
Tatsuhiko Saigo
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Fractional pure birth processes Enzo Orsingher,
Federico Polito
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Tightness for the Interface of One-Dimensional Contact Process Enrique Andjel,
Thomas Mountford,
Leandro P. R. Pimentel,
Daniel Valesin
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Multivariate Saddlepoint Approximations in Tail Probability and Conditional Inference John E. Kolassa,
Jixin Li
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Quantitative bounds for Markov chain convergence: Wasserstein and Total Variation distances Neal Madras,
Deniz Sezer
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Adaptive estimation of a distribution function and its density in sup-norm loss using wavelet and spline projections Evarist Giné,
Richard Nickl
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Asymptotic distributions for a class of generalized L-statistics Neville Charles Weber,
Yuri Borovskikh
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Throwing balls on homogeneous surfaces Anne Estrade,
Jacques Istas
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On fair pricing of emission-related derivatives Juri Hinz PDF XML
Passage-time moments and hybrid zones for the exclusion-voter model Iain M MacPhee,
Mikhail V. Menshikov,
Stanislav Volkov,
Andrew R. Wade
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A Bernstein-type inequality for suprema of random processes with an application to statistics

Yannick Baraud PDF XML
Hausdorff and Packing Dimensions of the Images of Random Fields Yimin Xiao,
Narn-Rueih Shieh
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Compound Poisson and signed compound Poisson approximations to the Markov binomial law Vydas Cekanavicius,
Palaniappan Vellaisamy
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Criteria for hitting probabilities with applications to systems of stochastic wave equations Robert Dalang,
Marta Sanz-Solé
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The second order ancillary: A differential view with continuity Ailana M. Fraser,
Donald A. S. Fraser,
Ana-Maria Staicu
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Testing Composite Hypotheses via Convex Duality Birgit Rudloff,
Ioannis Karatzas
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Functional CLT for Sample Covariance Matrices Zhidong Bai,
Xiaoying Wang,
Wang Zhou
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Asymptotics of randomly stopped sums in the presence of heavy tails Denis Denisov,
Sergey Foss,
Dmitry Korshunov
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Consistent Group Selection in High-dimensional Linear Regression Fengrong Wei,
Jian Huang
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Weak convergence of the function-indexed integrated periodogram for infinite variance processes Thomas Mikosch,
Gennady Samorodnitsky,
Sami Umut Can
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Concentration of empirical distribution functions with applications to non i.i.d. models Sergey G. Bobkov,
Friedrich Götze
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The Limit Distribution of the Maximum Increment of a Heavy-Tailed Random Walk Alfredas Rackauskas,
Thomas Mikosch
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Frontier Estimation and Extreme Values Theory Abdelaati Daouia,
Jean-Pierre Florens,
Léopold Simar
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Optimal designs for discriminating dose response models in toxicology studies Holger Dette,
Andrey Pepelyshev,
Piter Shpilev,
Weng Kee Wong
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Limit theorems for nonlinear functionals of Volterra processes via white noise analysis Sebastien Darses,
Ivan Nourdin,
David Nualart
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Integral representations and properties of operator fractional Brownian motions Gustavo Didier,
Vladas Pipiras
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Nonparametric Regression with Filtered Data Ingrid Van Keilegom,
Oliver Linton,
Enno Mammen,
Jens Perch Nielsen
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Local time and Tanaka formula for a Volterra-type multifractional Gaussian process Brahim Boufoussi,
Marco Dozzi,
Renaud Marty
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On the heavy-tailedness of Student's t-statistic Fredrik Jonsson PDF XML
On a fractional linear birth-death process Enzo Orsingher,
Federico Polito
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Super Critical Age Dependent Branching Markov Processes and Their Scaling Limits Dr. Srikanth Krishnan Iyer,
Siva R. Athreya,
Krishna B. Athreya
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Some applications of Rice formulas to waves Jean-Marc Azaïs,
José Leon,
Mario Wschebor
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Asymptotics of supremum distribution of a Gaussian process over a Weibullian time Krzysztof Grzegorz Debicki,
Marek Arendarczyk
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Estimating Conditional Quantiles with the Help of the Pinball Loss Ingo Steinwart,
Andreas Christmann
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Transportation inequalities:  from Poisson to Gibbs measures Liming Wu PDF XML
Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series Lukasz Lenart PDF XML

 


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