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Paper title
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Author(s) |
Link to the Paper
(when accepted) |
| An extended Stein-type covariance identity for the Pearson family, with applications to lower variance bounds |
Georgios Afendras,
Nickos D. Papadatos,
Vassilis Papathanasiou |
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| Central limit theorems for local empirical processes near boundaries of sets |
John H.J. Einmahl,
Estate V. Khmaladze |
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| The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables |
Philipp Arbenz,
Paul Embrechts,
Giovanni Puccetti |
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| An Approximate Quantum Cramér-Rao Bound Based on Skew Information |
Alessandra Luati |
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| Sieve-based confidence intervals and bands for Lévy densities |
Jose Enrique Figueroa-Lopez |
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| Limit theorems for functions of marginal quantiles |
G. Jogesh Babu,
Zhidong Bai,
Kwok Pui Choi,
Vasudevan Mangalam |
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| Margin-adaptive model selection in statistical learning |
Sylvain Arlot,
Peter L. Bartlett |
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| Adaptivity and optimality of the monotone least squares estimator |
Eric Cator |
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| Poisson process approximation for dependent superposition of point processes |
Louis H. Y. Chen,
Aihua Xia |
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| Measuring the roughness of random paths by increment ratios |
Jean-Marc Bardet |
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| A refine factorization of the exponential law |
Pierre Patie |
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| Nonparametric tests for pathwise properties of semimartingales |
Rama Cont,
Cecilia Mancini |
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| On the Viterbi process with continuous state space |
Pavel Chigansky,
Yaacov Ritov |
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| Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators |
Larry Goldstein,
Yosef Rinott,
Marco Scarsini |
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| Semiparametric regression: efficiency gains from modeling the nonparametric part |
Kyusang Yu,
Enno Mammen,
Byeong U Park |
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| On asymptotic properties of two stage generalized least squares estimators in the extended growth curve model |
Jianhua Hu,
Ejaz S. Ahmed,
Guohua Yan |
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| Some Intriguing Properties of Tukey's Half-Space Depth |
Probal Chaudhuri |
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| Skew-symmetric distributions and Fisher information - A tale of two densities |
Marc Hallin,
Christophe Ley |
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Spatial Birth-Death-Swap Chains
|
Mark Huber |
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| A Class of Measure-Valued Markov Chains and Bayesian Nonparametrics |
Alessandra Guglielmi,
Stefano Favaro,
Stephen G. Walker |
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| An Asymptotic Theory for Randomly-Forced Discrete Nonlinear Heat Equations |
Mohammud Foondun,
Davar Khoshnevisan |
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| Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes |
Henryk Zähle,
Eric Beutner |
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| Model selection and randomization for weakly dependent time series forecasting |
Pierre Alquier,
Olivier Wintenberger |
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| Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II |
Yves F. Atchadé,
Gersende Fort |
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| Mirror averaging with sparsity priors |
Arnak S. Dalalyan,
Alexandre B. Tsybakov |
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| √n-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing |
Shota Gugushvili,
Chris A.J. Klaassen |
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| On the small-time behavior of some stochastic processes |
Wolfgang Stadje,
Shaul K. Bar-Lev,
Andreas Loepker |
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| The Log-linear Group-Lasso Estimator and Its Asymptotic Properties |
Yuval Nardi,
Alessandro Rinaldo |
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| Empirical likelihood for single-index varying-coefficient models |
Liugen Xue,
Qihua Wang |
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| Conditional limit laws for goodness-of-fit tests |
Richard Arthur Lockhart |
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| Function-indexed empirical processes based on an infinite source Poisson transmission stream |
François Roueff,
Gennady Samorodnitsky,
Philippe Soulier |
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| Continuity and differentiability of regression M estimates |
María V. Fasano,
Ricardo A. Maronna,
Mariela Sued,
Victor J. Yohai |
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| Uniform convergence of the empirical cumulative distribution function under informative selection from a finite population |
Daniel Bonnéry,
F. Jay Breidt,
François Coquet |
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| Sensitivity of the asymptotic behaviour of meta distributions |
Guus Balkema,
Paul Embrechts,
Natalia Nolde |
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| Asymptotics for a Bayesian nonparametric estimator of species richness |
Stefano Favaro,
Antonio Lijoi,
Igor Pruenster |
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| A Ferguson - Klass - LePage series representation of multistable multifractional motions and related processes |
Ronan Le Guevel,
Jacques Levy Vehel |
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| Convergence of some random functionals of discretized semimartingales |
Assane Diop |
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| Inference of Seasonal Long-memory Aggregate Time Series |
Kung-Sik Chan,
Henghsiu Tsai |
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| Coupling Property and Gradient Estimates of Levy Processes via Symbol |
Jian Wang,
Rene Schilling,
Pawel Sztonyk |
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| Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications. |
Thierry Klein,
Fabrice Gamboa,
Clémentine Prieur |
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| Extended Itô calculus for symmetric Markov processes |
Alexander Walsh |
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| Bootstrap Confidence Intervals for Isotonic Estimators in a Stereological Problem |
Bodhisattva Sen,
Michael Woodroofe |
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| Uniform Approximation of Vapnik-Chervonenkis Classes |
Andrew B. Nobel,
Terrence M. Adams |
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| On a characterization of ordered pivotal sampling |
Guillaume Chauvet |
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| Convergence of the largest eigenvalue of normalized sample covariance matrices when p and n both tend to infinity with their ratio converging to zero |
Binbin Chen,
Guangming Pan |
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| Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions |
Anita Diana Behme,
Makoto Maejima,
Muneya Matsui,
Noriyoshi Sakuma |
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| ε-Strong simulation of the Brownian Path |
Alexandros Beskos,
Stefano Peluchetti,
Gareth Roberts |
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| Model checks for the volatility under microstructure noise
|
Holger Dette,
Mathias Vetter |
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| Consistent nonparametric Bayesian inference for discretely observed scalar diffusions |
Frank van der Meulen,
Harry van Zanten |
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| Simultaneous Variable Selection and Estimation in Semiparametric Modeling of Longitudinal/Clustered Data |
Shujie Ma,
Qiongxia Song,
Li Wang |
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| Asymptotics of empirical copula processes under nonrestrictive smoothness assumptions |
Johan Segers |
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| A Quantile Regression Estimator for Censored Data |
Chenlei Leng |
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| Functional data analysis in an operator based mixed model framework |
Bo Markussen |
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| Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm |
Herve Cardot,
Peggy Cénac,
Pierre-André Zitt |
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| Numerical Scheme for Backward Doubly Stochastic Differential Equations |
Auguste Aman |
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| A Bayesian nonparametric approach to modeling market share dynamics |
Matteo Ruggiero,
Igor Pruenster |
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| Empirical likelihood based tests for stochastic ordering |
Hammou El Barmi,
Ian W. McKeague |
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| On the maximal size of Large-Average and ANOVA-fit Submatrices in a Gaussian Random Matrix |
Xing Sun,
Andrew Nobel |
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| Small Time Chung Type LIL for Lévy Processes |
Frank Aurzada,
Leif Döring,
Mladen Savov |
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| Improving Brownian Approximations for Boundary Crossing Problems |
Robert W. Keener |
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| An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion |
Shogo Kato,
Michael Christopher Jones |
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| Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context |
Olaf Kouamo,
Celine Levy-Leduc,
Eric Moulines |
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| Inference for non-stationary time series |
Zhibiao Zhao,
Xiaoye Li |
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| Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions |
Songxi Chen,
Liang Peng,
Cindy Yu |
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| Weak limits for exploratory plots in the analysis of extremes |
Bikramjit Das,
Souvik Ghosh |
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| Weak disorder in the stochastic mean-field model of distance II |
Gerard Hooghiemstra,
Shankar Bhamidi,
Remco van der Hofstad |
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| Orthogonal Polynomial Kernels and Canonical Correlations for Dirichlet measures |
Robert Charles Griffiths,
Dario Spano |
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| Parisian ruin probability for spectrally negative Lévy processes |
Zbigniew Palmowski |
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| On a class of space-time intrinsic random functions |
Michael Stein |
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| Total variation error bounds for geometric approximation |
Erol Peköz,
Adrian Röllin,
Nathan F Ross |
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| Estimation of the lead-lag parameter from non-synchronous data |
Marc Hoffmann,
Mathieu Rosenbaum,
Nakahiro Yoshida |
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| On the optimality of the aggregate with exponential weights for low temperatures |
Guillaume Lecue,
Shahar Mendelson |
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| Weighted Estimation of the Dependence Function for an Extreme-Value Distribution |
Liang Peng,
Linyi Qian,
Jingping Yang |
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| Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models |
Alexandre Belloni,
Victor Chernozhukov |
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| Statistical inference for discrete-time samples from affine stochastic delay differential equations |
Michael Sørensen,
Uwe Küchler |
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| Cluster Detection in Networks using Percolation |
Ery Arias-Castro,
Geoffrey R. Grimmett |
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| Parameter estimation for pair-copula constructions |
Ingrid Hobaek Haff |
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| Optimal Tuning of the Hybrid Monte-Carlo Algorithm |
Alexandros Beskos,
Natesh Pillai,
Gareth Roberts,
Jesus Sanz-Serna,
Andrew Stuart |
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| Self-normalized Cramér type Moderate Deviations for the Maximum of Sums |
Weidong Liu,
Qi-Man Shao,
Qiying Wang |
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| Unimodularity for Multi-type Galton-Watson trees |
Serdar Altok |
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| On the rate of convergence in the martingale central limit theorem |
Jean-Christophe Mourrat |
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| Consistency of the mean and the principal components of spatially distributed functional data |
Siegfried Hörmann,
Piotr Kokoszka |
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| Variational estimators for the parameters of Gibbs point process models |
Adrian Baddeley,
David Dereudre |
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| On Hitting times, Bessel bridges, and Schrödinger's equation |
Gerardo Hernandez-del-Valle |
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| Properties and numerical evaluation of the Rosenblatt distribution |
Murad S. Taqqu,
Mark Veillette |
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| Adaptive circular deconvolution by model selection under unknown error distribution |
Jan Johannes,
Maik Schwarz |
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| Asymptotic mean stationarity and absolute continuity of point process distributions |
Gert Nieuwenhuis |
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| Geometry of Iteration Stable Tessellations: Connection with Poisson Hyperplanes |
Tomasz Schreiber,
Christoph Thäle |
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| Multiplier bootstrap of tail copulas - with applications |
Axel Bücher,
Holger Dette |
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| Stochastic volatility models with possible extremal clustering |
Thomas Mikosch,
Mohsen Rezapur |
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| Long-Range Dependent Time Series Specification |
Jiti Gao,
Qiying Wang |
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| Penalization methods for the Skorokhod problem and reflecting SDEs with jumps |
Leszek Slominski,
Weronika Laukajtys |
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| Some Inequalities of Linear Combinations of Independent Random Variables: II |
Xiaoqing Pan,
Maochao Xu,
Taizhong Hu |
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| Theory of Self-learning Q-Matrix |
Jingchen Liu,
Gongjun Xu,
Zhiliang Ying |
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| Further examples of GGC and HCM densities |
Wissem Jedidi,
Thomas Simon |
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| Optimal variance estimation without estimating the mean function |
Tiejun Tong,
Yanyuan Ma,
Yuedong Wang |
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| Intertwining and commutation relations for birth-death processes |
Djalil Chafai,
Alderic Joulin |
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| Smoothness of the law of manifold-valued Markov processes with jumps |
Jean Picard,
Catherine Savona |
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| On the identification of discrete graphical models |
Elena Stanghellini,
Barbara Vantaggi |
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| On the density of exponential functionals of Levy processes |
Juan Carlos Pardo Millan,
Victor Manuel Rivero Mercado,
Kees van Schaik |
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| Testing monotonicity of a hazard: asymptotic distribution theory |
Geurt Jongbloed,
Piet Groeneboom |
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| Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion |
Stavros Vakeroudis,
Marc Yor |
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| On optimal exercising of American options in discrete time for stationary and ergodic data |
Michael Kohler,
Harro Walk |
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| Empirical likelihood approach to goodness of fit testing |
Hanxiang Peng,
Anton Schick |
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| Generalization of the Blumenthal-Getoor Index to the Class of Homogeneous Diffusions with Jumps and some Applications |
Alexander Schnurr |
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| Nonasymptotic bounds on the estimation error of MCMC algorithms |
Krzysztof Latuszynski,
Blazej Miasojedow,
Wojciech Niemiro |
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| Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data |
Herve Cardot,
David Degras,
Etienne Josserand |
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| Marked Empirical Processes for Non-stationary Time Series |
Ngai -Hang Chan,
Rongmao Zhang |
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| BSDeltaEs and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness |
Mitja Stadje,
Patrick Cheridito |
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| A test of significance in functional quadratic regression |
Ron William Reeder,
Lajos Horvath |
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| Empirical risk minimization is optimal for the Convex aggregation problem |
Guillaume Lecue |
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| Recurrence and transience property for a class of Markov chains |
Nikola Sandrić |
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| Dominance Properties of Constrained Bayes and Empirical Bayes Estimators |
Tatsuya Kubokawa,
William E. Strawderman |
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| Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models. |
Cyrille Dubarry,
Sylvain Le Corff |
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| Uniform convergence of convolution estimators for the response density in nonparametric regression |
Wolfgang Wefelmeyer,
Anton Schick |
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| Multi-stage Convex Relaxation for Feature Selection |
Tong Zhang |
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| Ergodicity and mixing bounds for the Fisher-Snedecor diffusion |
Alexei Kulik,
Nikolai Leonenko |
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| Stable Mixed Graphs |
Kayvan Sadeghi |
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Publications 