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Dirichlet curve, convex order and Cauchy distribution 
Gérard Letac, Mauro Piccioni 
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The minimum of a branching random walk outside the boundary case 
Thomas Madaule, Julien Barral, Yueyun Hu 
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Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers 
Christophe Andrieu, Anthony Lee, Matti Vihola 
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Domains of Attraction on Countable Alphabets 
Zhiyi Zhang 
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Wavelet estimation for operator fractional Brownian motion 
Patrice Abry, Gustavo Didier 
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Regularity of BSDEs with a convex constraint on the gainsprocess 
Bruno Bouchard, Romuald Elie, Ludovic Moreau 
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Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population 
Daniel Bonnéry, Frank Jay Breidt, François Coquet 
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H\"ormanderType Theorem for It\^o Processes and Related Backward SPDEs 
Jinniao Qiu 
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Random tessellations associated with maxstable random fields 
Clément Dombry, Zakhar Kablucko 
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An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment 
Raphael Hauser, Heinrich Matzinger, Ionel Popescu 
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Mixing Time and Cutoff for a Random Walk on the Ring of Integers mod n 
Stephen Connor, Michael Bate 
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Exponential mixing properties for time inhomogeneous diffusion processes with killing 
Pierre Del Moral, Denis Villemonais 
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Functional central limit theorems in $L^2(0,1)$ for logarithmic combinatorial assemblies 
Koji Tsukuda 
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Posteriors, conjugacy, and exponential families for completely random measures 
Tamara Broderick, Ashia C. Wilson, Michael I. Jordan 
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Proper Scoring Rules and Bregman Divergences 
Evgeni Ovcharov 
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Inference for a TwoComponent Mixture of Symmetric Distributions under LogConcavity 
Fadoua Balabdaoui, Charles R Doss 
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On matrix estimation under monotonicity constraints 
Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen 
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The logarithmic law of sample covariance matrices 
Guangming Pan, Xuejun Wang, Xiao Han 
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Maximum entropy distribution of order statistics with given marginals 
Cristina Butucea, JeanFrançois Delmas, Anne Dutfoy, Richard Fischer 
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Multiple Collisions in Systems of Competing Brownian Particles 
Cameron Bruggeman, Andrey Sarantsev 
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Rate of convergence for Hilbert space valued linear processes 
moritz jirak 
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Birth and Death process in mean field type interaction 
MarieNoémie THAI 
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Posterior concentration rates for empirical Bayes procedures with applications to Dirichlet process mixtures 
Sophie Donnet, Vincent Rivoirard, Judith Rousseau, Catia Luisa Scricciolo 
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Efficient Estimation for Generalized Partially Linear SingleIndex Models 
Li Wang, Guanqun Cao 
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Critical points of multidimensional random Fourier series: central limits 
Liviu Nicolaescu 
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A note on the convex infimum convolution inequality 
Naomi Feldheim, Arnaud Marsiglietti, Piotr Nayar, Jing Wang 
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Sparse Oracle Inequalities for Variable Selection via Regularized Quantization 
Clément Levrard 
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The $\lambda$invariant measures of subcritical Bienaym\'eGaltonWatson processes 
Pascal Maillard 
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Hitting probabilities for the Greenwood model and relations to near constancy oscillation 
Martin Möhle 
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Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence 
JeanBaptiste Bardet, Nathaël Gozlan, Florent Malrieu, PierreAndré Zitt 
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Large deviations for stochastic heat equation with rough dependence in space 
Tusheng Zhang, Yaozhong Hu, David Nualart 
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The Maximum Likelihood Threshold of a Graph 
Elizabeth Gross, Seth Sullivant 
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Uniform measure density condition and game regularity for tugofwar games 
Joonas Heino 
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The van den BergKestenReimer operator and inequality for infinite spaces 
Richard Arratia, Skip Garibaldi, Alfred Hales 
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Jackknife Empirical Likelihood GoodnessOfFit Tests For UStatistics Based General Estimating Equations 
Fei Tan, Hanxiang Peng 
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Power of the Spacing test for LeastAngle Regression 
JeanMarc Azaïs, Yohann De Castro, Stéphane Mourareau 
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Inference in Ising Models 
Bhaswar B. Bhattacharya, Sumit Mukherjee 
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A MOSUM procedure for the estimation of multiple random change points 
Claudia Kirch, Birte Muhsal 
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On conditional moments of highdimensional random vectors given lowerdimensional projections 
Lukas Steinberger, Hannes Leeb 
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Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes 
william garner, dimitris n. politis 
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Changepoint estimators with true identification property 
Chi Tim Ng, Woojoo Lee, Youngjo Lee 
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Designs from Good Hadamard Matrices 
Chenlu Shi, Boxin Tang 
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Curvature and transport inequalities for Markov chains in discrete spaces 
Max Fathi, Yan Shu 
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Optimal Adaptive Inference in Random Design Binary Regression 
Rajarshi Mukherjee, Subhabrata Sen 
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Testing for Instability in Covariance Structures 
Lorenzo Trapani, Giovanni Urga, Chihwa Kao 
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Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time 
ZhiQiang GAO, Quansheng Liu 
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Determinantal point process models on the sphere 
Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak 
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Baxter's inequality for finite predictor coefficients of multivariate longmemory stationary processes 
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi 
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Smooth Backfitting for Additive Modeling with Small ErrorsinVariables, with an Application to Additive Functional Regression for Multiple Predictor Functions 
Kyunghee Han, HansGeorg Mueller, Byeong U Park 
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Bump detection in heterogeneous Gaussian regression 
Farida Enikeeva, Axel Munk, Frank Werner 
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Quenched Invariance Principles for the Discrete Fourier Transforms of a Stationary Process 
David Barrera 
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The eigenvalues of the sample covariance matrix of a multivariate heavytailed stochastic volatility model 
Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie 
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American Options with Asymmetric Information and Reflected BSDE 
Neda Esmaeili, Peter Imkeller 
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Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series 
Axel Bücher, Johan Segers 
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Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions 
Ciprian A TUDOR, Seiichiro Kusuoka 
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Exact and Fast Simulation of MaxStable Processes on a Compact Set Using the Normalized Spectral Representation 
Marco Oesting, Martin Schlather, Chen Zhou 
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Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case 
François Bachoc 
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On branching process with rare neutral mutation 
Airam Aseret Blancas Benítez, Víctor Rivero 
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Optimal scaling of the independence sampler: Theory and Practice 
Tsun Man Clement Lee, Peter Neal 
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ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION 
Noufel Frikha 
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Parametrized measure models 
Lorenz J Schwachhöfer, Nihat Ay, Jürgen Jost, Hong Van Le 
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Unbiased Monte Carlo: posterior estimation for intractable/infinitedimensional models 
Sergios Agapiou, Gareth Owen Roberts, Sebastian J. Vollmer 
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On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices 
Fang Han, Sheng Xu, WenXin Zhou 
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Extrema of rescaled locally stationary Gaussian fields on manifolds 
Wanli Qiao, Wolfgang Polonik 
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Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo 
Dootika Vats, James Flegal, Galin Jones 
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Finite sample properties of the mean occupancy counts and probabilities 
Geoffrey DECROUEZ, Michael GRABCHAK, Quentin PARIS 
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Tree formulas, mean first passage times and Kemeny's constant of a Markov chain 
Jim Pitman, Wenpin Tang 
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When do wireless network signals appear Poisson? 
H. Paul Keeler, Nathan F Ross, Aihua Xia 
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Strong convergence of the symmetrized Milstein scheme for some CEVlike SDEs 
Mireille BOSSY, Hector Olivero Quinteros 
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Deviation of polynomials from their expectations and isoperimetry 
Lavrentin Arutyunyan, Egor Kosov 
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On Parameter Estimation of Hidden Telegraph Process 
Rafail Khasminskii, Yury Kutoyants 
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A general approach to posterior contraction in nonparametric inverse problems 
Bartek Knapik, JeanBernard Salomond 
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Adaptive Risk Bounds in Unimodal Regression 
Sabyasachi Chatterjee, John Lafferty 
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Bayesian nonparametric inference for Lambdacoalescents: posterior consistency and a parametric method 
Jere Koskela, Paul Jenkins, Dario Spano 
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The FunctionIndexed Sequential Empirical Process under LongRange Dependence 
Jannis Buchsteiner 
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On optimality of empirical risk minimization in linear aggregation 
adrien saumard 
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Equilibrium of the interface of the grassbushestrees process 
Enrique Andjel, Thomas Mountford, Daniel Valesin 
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Dynamics of an Adaptive Randomly Reinforced Urn 
Giacomo Aletti, Andrea Ghiglietti, Anand N. Vidyashankar 
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Schwarz type model comparison for LAQ models 
Shoichi Eguchi, Hiroki Masuda 
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Mestimators of location for functional data 
Beatriz Sinova, Gil GonzálezRodríguez, Stefan Van Aelst 
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On the Local Semicircular Law for Wigner Ensembles 
Friedrich Goetze, Alexey A. Naumov, Alexander N. Tikhomirov, Dmitry A. Timushev 
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ON THE POISSON EQUATION FOR METROPOLISHASTINGS CHAINS 
Jure Vogrinc, Aleksandar Mijatović 
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Adaptive confidence sets for matrix completion 
Alexandra Carpentier, Olga Klopp, Matthias Loeffler, Richard Nickl 
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Leading the field: Fortune favors the bold in Thurstonian choice models 
Steven N Evans, Ronald L Rivest, Philip B Stark 
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Evolution of the Wasserstein distance between the marginals of two Markov processes 
Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain 
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The Sharp Constant for the BurkholderDavisGundy Inequality and NonSmooth Pasting 
Walter Schachermayer, Florian Stebegg 
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The $M/G/\infty$ estimation problem revisited 
Alexander Goldenshluger 
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Special weak Dirichlet processes and BSDEs driven by a random measure. 
Elena Bandini, Francesco Russo 
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Perturbation theory for Markov chains via Wasserstein distance 
Daniel Rudolf, Nikolaus Schweizer 
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GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL VECTOR UNDER PHYSICAL DEPENDENCE 
Xianyang Zhang, Guang Cheng 
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Equivalence Classes of Staged Trees 
Christiane Goergen, Jim Smith 
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Maxlinear models on directed acyclic graphs 
Claudia Kluppelberg, Nadine Gissibl 
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Selfconsistent confidence sets and tests of composite hypotheses applicable to restricted parameters 
David R. Bickel, Alexandre Galvão Patriota 
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Coalescence of Euclidean geodesics on the PoissonDelaunay triangulation 
David Coupier, Christian Hirsch 
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Sticky processes, local and true martingales 
Miklos Rasonyi, Hasanjan Sayit 
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A new approach to the estimator's selection 
oleg lepski 
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Concentration and moderate deviations for Poisson polytopes and polyhedra 
Julian Grote, Christoph Thäle 
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Large deviations for locally monotone stochastic partial differential equations driven by Levy noise 
Jie Xiong, Jianliang Zhai 
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Large deviations and applications for Markovian Hawkes processes with a large initial intensity 
Xuefeng Gao, Lingjiong Zhu 
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Concentration inequalities for separately convex functions 
Antoine Marchina 
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Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies. 
Jakub Stanisław Chorowski 
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Simultaneous Quantile Inference For NonStationary Long Memory Time Series 
Weichi Wu, Zhou Zhou 
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Simultaneous nonparametric regression analysis of sparse longitudinal data 
Hongyuan Cao, Weidong Liu, Zhou Zhou 
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Rigid stationary determinantal processes in nonArchimedean fields 
Yanqi Qiu 
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Nested particle filters for online parameter estimation in discretetime statespace Markov models 
Dan Crisan, Joaquin Miguez 
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Applications of Distance Correlation to Time Series 
Muneya Matsui 
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On limit theory for L\'evy semistationary processes 
Andreas BasseO'Connor, Claudio Heinrich, Mark Podolskij 
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Wide Consensus aggregation in the Wasserstein Space. Application to locationscatter families. 
Pedro César ÁlvarezEsteban, Eustasio del Barrio, Juan Antonio CuestaAlbertos, Carlos Matrán 
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Applications of pathwise BurkholderDavisGundy inequalities

Pietro Siorpaes 
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Entropy production in nonlinear recombination models

pietro caputo, alistair sinclair 
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Stein's Method, Many Interacting Worlds and Quantum Mechanics

Ian W McKeague, Erol Peköz, Yvik Swan 
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Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models

Jay Bartroff, Larry Goldstein, Umit Islak 
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Parametric Inference for Nonsynchronously Observed Diffusion Processes in the Presence of Market Microstructure Noise

Teppei Ogihara 
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The Gamma Stein equation and noncentral de Jong theorems

Christian Döbler, Giovanni Peccati 
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Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields

Dan Cheng, Armin Schwartzman 
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A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications

Xiao Han, Guangming Pan, Qing Yang 
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Statistical inference for the doubly stochastic selfexciting process in highfrequency financial data

Simon Clinet, Yoann Potiron 
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Small deviations of a GaltonWatson process with immigration

Nadia Sidorova 
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Testing for simultaneous jumps in case of asynchronous observations

Mathias Vetter, Ole Martin 
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Statistical estimation of the Oscillating Brownian Motion

Antoine Lejay, Paolo Pigato 
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Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models

Alexandre Chotard, Anne Auger 
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Recovering the Brownian Coalescent Point Process from the Kingman Coalescent by Conditional Sampling

Emmanuel Schertzer, Amaury Lambert 
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Correlated continuous time random walks and fractional Pearson diffusions

Nikolai N. Leonenko, Ivan Papic, Alla Sikorskii, Nenad Suvak 
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Detecting Markov Random Fields Hidden in White Noise

Ery AriasCastro, Sébastien Bubeck, Gabor Lugosi, Nicolas Verzelen 
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Large Volatility Matrix Estimation with FactorBased Diffusion Model for HighFrequency Financial data

Donggyu Kim, Yi Liu, Yazhen Wang 
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Adaptive estimation of HighDimensional SignaltoNoise Ratios

Nicolas Verzelen, Elisabeth Gassiat 
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Efficient strategy for the Markov chain Monte Carlo in highdimension with heavytailed target probability distribution

Kengo Kamatani 
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The class of multivariate maxid copulas with $\ell_1$norm symmetric exponent measure

Christian Genest, Johanna G. Neslehova, LouisPaul Rivest 
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Sparse HansonWright inequalities for subgaussian quadratic forms

Shuheng Zhou 
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Covariance estimation via sparse Kronecker structures

Chenlei Leng, guangming pan

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Optimal Estimation of a LargeDimensional Covariance Matrix under Stein’s Loss

Olivier Ledoit, Michael Wolf 
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Robust dimensionfree Gram operator estimates

Ilaria Giulini 
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Subexponential decay in kinetic FokkerPlanck equation: weak hypocoercivity

Xinyu Wang 
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Feller property of the multiplicative coalescent with linear deletion

Balazs Rath 
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P\'olya urns with immigration at random times

Erol A Pek\"oz, Adrian R\"ollin, Nathan Ross 
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Asymptotic Power of Rao's Score Test for Independence in High Dimensions

Dennis Leung, QiMan Shao 
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Expansion for moments of regression quantiles with applications to nonparametric testing

Enno Mammen, Ingrid Van Keilegom, Kyusang Yu 
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Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions

Daniel Paulin, Ajay Jasra, Alexandre Thiery 
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Extreme Mquantiles as risk measures: From L1 to Lp optimization

Abdelaati Daouia, Stephane Girard, Gilles Stupfler

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Søren Asmussen, Jevgenijs Ivanovs, Johan Segers 
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Joydeep Chowdhury, Probal Chaudhuri 
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Holger Drees, Natalie Neumeyer, Leonie Selk 
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Luc Lehéricy 
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Magda Peligrad, Na Zhang 
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Jonathan H Huggins, Daniel M Roy 
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Fabrice Gamboa, Jan Nagel, Alain Rouault 
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Debraj Das, Soumendra Nath Lahiri 
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Francis Comets, Gregorio Moreno, ALEJANDRO F RAMIREZ 
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Weak Subordination of Multivariate L\'evy Processes and Variance Generalised Gamma Convolutions 
Boris Buchmann, Kevin Lu, Dilip B. Madan 
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Estimating the interaction graph for neural dynamics 
Guilherme Ost, Aline Duarte, Antonio Galves, Eva Löcherbach 
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Smooth, identifiable supermodels of discrete DAG models with latent variables 
Robin Evans, Thomas Richardson 
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Bayesian Consistency for a Nonparametric Stationary Markov Model 
Minwoo Chae, Stephen Graham Walker 
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Denis Belomestny, Vladimir Panov, Jeannette Woerner 
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Yoav Zemel, Victor Michael Panaretos 
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Rainer Dahlhaus, Stefan Richter, Wei Biao Wu 
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Xiaoshan Chen, Zhenqing Chen, Ky Tran, George Yin 
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Andrew D Barbour, Adrian Rollin, Nathan Ross 
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Timefrequency analysis of locally stationary Hawkes processes

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Friedrich Liese, Alexander Meister, Johanna Kappus 
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Ahn Sung Won, Jonathon Peterson 
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Andreas Maurer

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Cheng Zhou, Fang Han, Xinsheng Zhang, Han Liu

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Jimmy Olsson, Randal Douc

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Amir Sepehri

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Macroscopic analysis of determinantal random balls

JeanChristophe Breton, Adrien Clarenne, Renan Gobard

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Martingale decompositions and weak differential subordination in UMD Banach spaces

Ivan S. Yaroslavtsev

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Clement Dombry, Ana Ferreira

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Perpetual integrals via random time changes

Franziska Kühn

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Arnaud Poinas, Bernard Delyon, Frédéric Lavancier

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VictorEmmanuel Brunel

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Adrien Saumard, Jon August Wellner

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Jérémie Kellner, Alain Celisse

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Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices

Zhidong Bai, Huiqin Li, Guangming Pan

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Asymptotically efficient estimators for selfsimilar stationary Gaussian noises under high frequency observations

Tetsuya Takabatake, Masaaki Fukasawa

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Sparse covariance matrix estimation in highdimensional deconvolution

Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov

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Hybrid Regularisation of Functional Linear Models

Anirvan Chakraborty, Victor Michael Panaretos

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Consistency of Adaptive Importance Sampling and Recycling Schemes

JeanMichel Marin, Pierre Pudlo, Mohammed Sedki

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On Posterior Consistency of Tail Index for Bayesian Kernel Mixture Models

Cheng Li, Lizhen Lin, David B. Dunson

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GibbsnonGibbs transition in the fuzzy Potts models with a Kactype interaction: Closing the Ising gap

Christof Kuelske, Florian Henning, Richard C. Kraaij

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The unusual properties of aggregated superpositions of OrnsteinUhlenbeck type processes

Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii, Murad S. Taqqu

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Regularization, sparse recovery, and medianofmeans tournaments

Gabor Lugosi, Shahar Mendelson

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Root−n consistent estimation of the marginal density in some time series models

Lionel Truquet

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Integration with respect to the noncommutative fractional Brownian motion

Aurelien Deya, René Schott

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Construction of Marginally Coupled Designs by Subspace Theory

Yuanzhen He, Chunfang Devon Lin, Fasheng Sun

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Consistency of Bayesian nonparametric inference for discretely observed jump diff usions

Jere Koskela, Dario Spano, Paul A Jenkins

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On the risk of convexconstrained least squares estimators under misspecification

Billy Fang, Adityanand Guntuboyina

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A central limit theorem for the realised covariation of a bivariate Brownian semistationary process

Andrea Granelli, Almut Elisabeth Dorothea Veraart

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Microscopic Path Structure of Optimally Aligned Random Sequences

Henry Matzinger, Raphael Hauser 
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Bayesian mode and maximum estimation and accelerated rates of contraction

William Weimin Yoo, Subhashis Ghosal

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Bootstrapping INAR models

Carsten Jentsch, Christian H. Weiß

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GromovHausdorffProkhorov convergence of vertex cuttrees of nleaf GaltonWatson trees

Hui He, Matthias Winkel

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The first order correction to harmonic measure for random walks of rotationally invariant step distribution

Longmin Wang, Kainan Xiang, Lang Zou

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Scaling limit of random forests with prescribed degree sequences

Tao Lei

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