Published Papers

Forthcoming papers

Paper title	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	PDF
Central limit theorems for local empirical processes near boundaries of sets	John H.J. Einmahl, Estate V. Khmaladze	PDF
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables	Philipp Arbenz, Paul Embrechts, Giovanni Puccetti	PDF
An Approximate Quantum Cramér-Rao Bound Based on Skew Information	Alessandra Luati	PDF
Sieve-based confidence intervals and bands for Lévy densities	Jose Enrique Figueroa-Lopez	PDF
Limit theorems for functions of marginal quantiles	G. Jogesh Babu, Zhidong Bai, Kwok Pui Choi, Vasudevan Mangalam	PDF
Margin-adaptive model selection in statistical learning	Sylvain Arlot, Peter L. Bartlett	PDF
Adaptivity and optimality of the monotone least squares estimator	Eric Cator	PDF
Poisson process approximation for dependent superposition of point processes	Louis H. Y. Chen, Aihua Xia	PDF
Measuring the roughness of random paths by increment ratios	Jean-Marc Bardet	PDF
A refine factorization of the exponential law	Pierre Patie	PDF
Nonparametric tests for pathwise properties of semimartingales	Rama Cont, Cecilia Mancini	PDF
On the Viterbi process with continuous state space	Pavel Chigansky, Yaacov Ritov	PDF
Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators	Larry Goldstein, Yosef Rinott, Marco Scarsini	PDF
Semiparametric regression: efficiency gains from modeling the nonparametric part	Kyusang Yu, Enno Mammen, Byeong U Park	PDF
On asymptotic properties of two stage generalized least squares estimators in the extended growth curve model	Jianhua Hu, Ejaz S. Ahmed, Guohua Yan	PDF
Some Intriguing Properties of Tukey's Half-Space Depth	Probal Chaudhuri	PDF
Skew-symmetric distributions and Fisher information - A tale of two densities	Marc Hallin, Christophe Ley	PDF
Spatial Birth-Death-Swap Chains	Mark Huber	PDF
A Class of Measure-Valued Markov Chains and Bayesian Nonparametrics	Alessandra Guglielmi, Stefano Favaro, Stephen G. Walker	PDF
An Asymptotic Theory for Randomly-Forced Discrete Nonlinear Heat Equations	Mohammud Foondun, Davar Khoshnevisan	PDF
Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes	Henryk Zähle, Eric Beutner	PDF
Model selection and randomization for weakly dependent time series forecasting	Pierre Alquier, Olivier Wintenberger	PDF
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II	Yves F. Atchadé, Gersende Fort	PDF
Mirror averaging with sparsity priors	Arnak S. Dalalyan, Alexandre B. Tsybakov	PDF
√n-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing	Shota Gugushvili, Chris A.J. Klaassen	PDF
On the small-time behavior of some stochastic processes	Wolfgang Stadje, Shaul K. Bar-Lev, Andreas Loepker	PDF
The Log-linear Group-Lasso Estimator and Its Asymptotic Properties	Yuval Nardi, Alessandro Rinaldo	PDF
Empirical likelihood for single-index varying-coefficient models	Liugen Xue, Qihua Wang	PDF
Conditional limit laws for goodness-of-fit tests	Richard Arthur Lockhart	PDF
Function-indexed empirical processes based on an infinite source Poisson transmission stream	François Roueff, Gennady Samorodnitsky, Philippe Soulier	PDF
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions	Frank van der Meulen, Harry van Zanten	PDF
Simultaneous Variable Selection and Estimation in Semiparametric Modeling of Longitudinal/Clustered Data	Shujie Ma, Qiongxia Song, Li Wang	PDF
Asymptotics of empirical copula processes under nonrestrictive smoothness assumptions	Johan Segers	PDF
A Quantile Regression Estimator for Censored Data	Chenlei Leng	PDF
Functional data analysis in an operator based mixed model framework	Bo Markussen	PDF
Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm	Herve Cardot, Peggy Cénac, Pierre-André Zitt	PDF
Numerical Scheme for Backward Doubly Stochastic Differential Equations	Auguste Aman	PDF
A Bayesian nonparametric approach to modeling market share dynamics	Matteo Ruggiero, Igor Pruenster	PDF
Empirical likelihood based tests for stochastic ordering	Hammou El Barmi, Ian W. McKeague	PDF
On the maximal size of Large-Average and ANOVA-fit Submatrices in a Gaussian Random Matrix	Xing Sun, Andrew Nobel	PDF
Small Time Chung Type LIL for Lévy Processes	Frank Aurzada, Leif Döring, Mladen Savov	PDF
Improving Brownian Approximations for Boundary Crossing Problems	Robert W. Keener	PDF
An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion	Shogo Kato, Michael Christopher Jones	PDF
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	PDF
Inference for modulated stationary processes	Zhibiao Zhao, Xiaoye Li	PDF
Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions	Songxi Chen, Liang Peng, Cindy Yu	PDF
Weak limits for exploratory plots in the analysis of extremes	Bikramjit Das, Souvik Ghosh	PDF
Weak disorder in the stochastic mean-field model of distance II	Gerard Hooghiemstra, Shankar Bhamidi, Remco van der Hofstad	PDF
Orthogonal Polynomial Kernels and Canonical Correlations for Dirichlet measures	Robert Charles Griffiths, Dario Spano	PDF
Parisian ruin probability for spectrally negative Lévy processes	Zbigniew Palmowski	PDF
On a class of space-time intrinsic random functions	Michael Stein	PDF
Total variation error bounds for geometric approximation	Erol Peköz, Adrian Röllin, Nathan F Ross	PDF
Estimation of the lead-lag parameter from non-synchronous data	Marc Hoffmann, Mathieu Rosenbaum, Nakahiro Yoshida	PDF
On the optimality of the aggregate with exponential weights for low temperatures	Guillaume Lecue, Shahar Mendelson	PDF
Weighted Estimation of the Dependence Function for an Extreme-Value Distribution	Liang Peng, Linyi Qian, Jingping Yang	PDF
Post-L1-Penalized Estimators in High-Dimensional Linear Regression Models	Alexandre Belloni, Victor Chernozhukov	PDF
Statistical inference for discrete-time samples from affine stochastic delay differential equations	Michael Sørensen, Uwe Küchler	PDF
Cluster Detection in Networks using Percolation	Ery Arias-Castro, Geoffrey R. Grimmett	PDF
Parameter estimation for pair-copula constructions	Ingrid Hobaek Haff	PDF
Optimal Tuning of the Hybrid Monte-Carlo Algorithm	Alexandros Beskos, Natesh Pillai, Gareth Roberts, Jesus Sanz-Serna, Andrew Stuart	PDF
Self-normalized Cramér type Moderate Deviations for the Maximum of Sums	Weidong Liu, Qi-Man Shao, Qiying Wang	PDF
Unimodularity for Multi-type Galton-Watson trees	Serdar Altok	PDF
On the rate of convergence in the martingale central limit theorem	Jean-Christophe Mourrat	PDF
Consistency of the mean and the principal components of spatially distributed functional data	Siegfried Hörmann, Piotr Kokoszka	PDF
Variational estimators for the parameters of Gibbs point process models	Adrian Baddeley, David Dereudre	PDF
On Hitting times, Bessel bridges, and Schrödinger's equation	Gerardo Hernandez-del-Valle	PDF
Properties and numerical evaluation of the Rosenblatt distribution	Murad S. Taqqu, Mark Veillette	PDF
Adaptive circular deconvolution by model selection under unknown error distribution	Jan Johannes, Maik Schwarz	PDF
Asymptotic mean stationarity and absolute continuity of point process distributions	Gert Nieuwenhuis	PDF
Geometry of Iteration Stable Tessellations: Connection with Poisson Hyperplanes	Tomasz Schreiber, Christoph Thäle	PDF
Multiplier bootstrap of tail copulas - with applications	Axel Bücher, Holger Dette	PDF
Stochastic volatility models with possible extremal clustering	Thomas Mikosch, Mohsen Rezapur	PDF
Long-Range Dependent Time Series Specification	Jiti Gao, Qiying Wang	PDF
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps	Leszek Slominski, Weronika Laukajtys	PDF
Some Inequalities of Linear Combinations of Independent Random Variables: II	Xiaoqing Pan, Maochao Xu, Taizhong Hu	PDF
Theory of Self-learning Q-Matrix	Jingchen Liu, Gongjun Xu, Zhiliang Ying	PDF
Further examples of GGC and HCM densities	Wissem Jedidi, Thomas Simon	PDF
Optimal variance estimation without estimating the mean function	Tiejun Tong, Yanyuan Ma, Yuedong Wang	PDF
Intertwining and commutation relations for birth-death processes	Djalil Chafai, Alderic Joulin	PDF
Smoothness of the law of manifold-valued Markov processes with jumps	Jean Picard, Catherine Savona	PDF
On the identification of discrete graphical models	Elena Stanghellini, Barbara Vantaggi	PDF
On the density of exponential functionals of Levy processes	Juan Carlos Pardo Millan, Victor Manuel Rivero Mercado, Kees van Schaik	PDF
Testing monotonicity of a hazard: asymptotic distribution theory	Geurt Jongbloed, Piet Groeneboom	PDF
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion	Stavros Vakeroudis, Marc Yor	PDF
On optimal exercising of American options in discrete time for stationary and ergodic data	Michael Kohler, Harro Walk	PDF
Empirical likelihood approach to goodness of fit testing	Hanxiang Peng, Anton Schick	PDF
Generalization of the Blumenthal-Getoor Index to the Class of Homogeneous Diffusions with Jumps and some Applications	Alexander Schnurr	PDF
Nonasymptotic bounds on the estimation error of MCMC algorithms	Krzysztof Latuszynski, Blazej Miasojedow, Wojciech Niemiro	PDF
Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data	Herve Cardot, David Degras, Etienne Josserand	PDF
Marked Empirical Processes for Non-stationary Time Series	Ngai -Hang Chan, Rongmao Zhang	PDF
BSDeltaEs and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness	Mitja Stadje, Patrick Cheridito	PDF
A test of significance in functional quadratic regression	Ron William Reeder, Lajos Horvath	PDF
Empirical risk minimization is optimal for the Convex aggregation problem	Guillaume Lecue	PDF
Recurrence and transience property for a class of Markov chains	Nikola Sandrić	PDF
Dominance Properties of Constrained Bayes and Empirical Bayes Estimators	Tatsuya Kubokawa, William E. Strawderman	PDF
Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models.	Cyrille Dubarry, Sylvain Le Corff	PDF
Uniform convergence of convolution estimators for the response density in nonparametric regression	Wolfgang Wefelmeyer, Anton Schick	PDF
Multi-stage Convex Relaxation for Feature Selection	Tong Zhang	PDF
Ergodicity and mixing bounds for the Fisher-Snedecor diffusion	Alexei Kulik, Nikolai Leonenko	PDF
Stable Mixed Graphs	Kayvan Sadeghi	PDF
Optimal Hypothesis Testing for High Dimensional Covariance Matrices	T. Tony Cai, Zongming Ma	PDF
On asymptotic distributions of periodograms	Hira L Koul, Liuda Giraitis	PDF
Stochastic Integration with respect to additive functionals of zero quadratic variation	Alexander Walsh	PDF
On hyperbolic Bessel processes and beyond	Maciej Wisniewolski, Jacek Jakubowski	PDF
Diffusions with Rank-Based Characteristics and Values in the Nonnegative Quadrant	Tomoyuki Ichiba, Ioannis Karatzas, Vilmos Prokaj	PDF
The Lamperti representation of real-valued self-similar Markov processes	Loïc Chaumont, Henry Pantí, Víctor Rivero	PDF
Optimal Rank-based Tests for Common Principal Components	Marc Hallin, Davy Paindaveine, Thomas Verdebout	PDF
Nonparametric quantile regression for twice censored data	Holger Dette, Stanislav Volgushev	PDF
Minima and Maxima of Elliptical Triangular Arrays and Spherical Processes	Enkelejd Hashorva	PDF
Single index regression models in the presence of censoring depending on the covariates	Olivier Lopez, Ingrid Van Keilegom, Valentin Patilea	PDF
Addendum to "From Schoenberg to Pick–Nevanlinna: Toward a complete picture of the variogram class"	Emilio Porcu, René Schilling	PDF
On kernel smoothing for extremal quantile regression	Abdelaati Daouia, Laurent Gardes, Stephane Girard	PDF
A Conjugate Class of Random Probability Measures Based on Tilting and with Its Posterior Analysis	John W. Lau	PDF
Divergence Rates of Markov Order Estimators and Their Application to Statistical Estimation of Stationary Ergodic Processes	Zsolt Talata	PDF
Asymptotics of prediction in functional linear regression with functional outputs	Christophe Crambes, André Mas	PDF
Detection of a sparse submatrix of a high-dimensional noisy matrix	Cristina Butucea, Yuri I Ingster	PDF
A new representation for multivariate tail probabilities	Jennifer Wadsworth, Jonathan Tawn	PDF
A test for stationarity based on empirical processes	Philip Preuss, Mathias Vetter, Holger Dette	PDF
On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws	Octavio Arizmendi Echegaray, Takahiro Hasebe	PDF
On the local approximation of mean densities of random closed sets	Elena Villa	PDF
Gaussian Semiparametric Estimates on the Unit Sphere	Claudio Durastanti, Xiaohong Lan, Domenico Marinucci	PDF
Modelling energy spot prices by Lévy semistationary processes	Ole Eiler Barndorff-Nielsen, Fred Espen Benth, Almut Elisabeth Dorothea Veraart	PDF
Nonparametric Specification for Non-stationary Time Series Regression	Zhou Zhou	PDF
Calibration of self-decomposable Lévy model	Mathias Trabs	PDF
Efficient Semiparametric Estimation in Generalized Partially Linear Additive Models for Longitudinal/Clustered Data	Guang Cheng, Jianhua Huang, Lan Zhou	PDF
Estimating Spatial Quantile Regression with Functional Coefficients: A Robust Semiparametric Framework	Zudi Lu, Qingguo Tang, Longsheng Cheng	PDF
Bridges of Lévy processes conditioned to stay positive	Gerónimo Uribe Bravo	PDF
Uniform convergence rates for a class of martingales with application in non-linear co-integrating regression	Qiying Wang, Nigel Chan	PDF
Chernoff's density is log-concave	Fadoua Balabdaoui, Jon A. Wellner	PDF
Strengthened Chernoff-type variance bounds	Giorgos Afendras, Nickos D. Papadatos	PDF
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by α-stable Lévy processes	Robert Hintze, Ilya Pavlyukevich	PDF
Noisy low-rank matrix completion with general sampling distribution	Olga Klopp	PDF
High-dimensional covariance matrix estimation with missing observations	Karim Lounici	PDF
Testing over a continuum of null hypotheses	Gilles Blanchard, Sylvain Delattre, Etienne Roquain	PDF
Estimating the scaling function of multifractal measures and multifractal random walks using ratios	Carenne Ludeña, Philippe Soulier	PDF
Small value probabilities for supercritical branching processes with Immigration	Weijuan Chu, Wenbo V. Li, Yan-Xia Ren	PDF
On the tail asymptotics of the area swept under the Brownian storage graph	Marek Arendarczyk, Krzysztof Grzegorz Dębicki, Michel Mandjes	PDF
Total Variation Approximations and Conditional Limit Theorems for Multivariate Regularly Varying Random Walks Conditioned on Ruin	Jose Blanchet, Jingchen Liu	PDF
A Central Limit Theorem for Adaptive and Interacting Markov Chains	Vandekerkhove Pierre, Fort Gersende, Moulines Eric, Priouret Pierre	PDF
Perturbation analysis of Poisson processes	Guenter Last	PDF
Limit Theorems for Beta-Jacobi Ensembles	Tiefeng Jiang	PDF
Testing monotonicity via local least concave majorants	Cecile Durot, Nathalie Akakpo, Fadoua Balabdaoui	PDF
Markovian stochastic approximation with expanding projections	Christophe Andrieu, Matti Vihola	PDF
Invariance principles for homogeneous sums of free random variables	Aurelien Deya, Ivan Nourdin	PDF
Information bounds for Gaussian copulas	Peter Hoff, Xiaoyue Niu, Jon Wellner	PDF
Statistical convergence of Markov experiments to diffusion limits	Valentin Konakov, Enno Mammen, Jeannette Woerner	PDF
Simple simulation of diffusion bridges with application to likelihood inference for diffusions	Mogens Bladt	PDF
Markov Properties for Mixed Graphs	Kayvan Sadeghi, Steffen Lilholt Lauritzen	PDF
Universal Gaussian fluctuations on the discrete Poisson chaos	Giovanni Peccati, Cengbo Zheng	PDF
Partial functional quantization and generalized bridges	Sylvain Corlay	PDF
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information	Johannes Schmidt-Hieber, Till Sabel	PDF
Maximum likelihood characterization of distributions	Yvik Swan, Christophe Ley, Mitia Duerinckx	PDF
A Fourier Analysis of Extreme Events	Thomas Mikosch, Yuwei Zhao	PDF
Continuous mapping approach to the asymptotics of U- and V-statistics	Eric Beutner, Henryk Zähle	PDF
Nonparametric inference for fractional diffusion	Bruno Saussereau	PDF
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes	Hilmar Mai	PDF
Convergence rates of empirical block length selectors for block bootstrap	Dan Nordman, Soumendra Lahiri	PDF
Lower bounds to the accuracy of inference on heavy tails	Serguei Y. Novak	PDF
Conditions for convergence of random coefficient AR(1) processes and perpetuities in higher dimensions	Torkel Erhardsson	PDF
A consistent test of independence based on a sign covariance related to Kendall's tau	Wicher Bergsma, Angelos Dassios	PDF
Asymptotic lower bounds in estimating jumps	Emmanuelle Clément, Sylvain Delattre, Arnaud Gloter	PDF
Small-time wxpansions for local jump-diffusion models with infinite jump acticity	Jose Enrique Figueroa-Lopez, Yankeng Luo, Cheng Ouyang	PDF
Invariance properties of random vectors and stochastic  processes based on the zonoid concept	Ilya Molchanov, Michael Schmutz, Kaspar Stucki	PDF
Limiting spectral distribution of sample autocovariance matrices	Anirban Basak, Arup Bose, Sanchayan Sen	PDF
Bayesian inference with dependent normalized completely random measures	Antonio Lijoi, Bernardo Nipoti, Igor Pruenster	PDF
Path properties of LCS-optimal aligments	Jüri - Lember, Anna Vollmer, Heinrich Matzinger	PDF
Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks	Lothar Heinrich, Sebastian Lueck, Volker Schmidt	PDF
On the empirical multilinear copula process for count data	Christian Genest, Johanna Neslehova, Bruno Rémillard	PDF
Approximating class approach for empirical processes of dependent sequences indexed by functions	Herold Dehling, Olivier Durieu, Marco Tusche	PDF
An empirical-process central limit theorem for complex sampling under bounds on the design effect	Thomas Lumley	PDF
Discretized normal approximation by Stein's method	Xiao Fang	PDF
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal	Marc Hallin, Christophe Ley	PDF
Sojourn measures of Student and Fisher-Snedecor random fields	Andriy Olenko, Nikolai Leonenko	PDF
Comparison of Multivariate Distributions Using Quantile-Quantile Plots and Related Tests	Subhra Sankar Dhar, Biman Chakraborty, Probal Chaudhuri	PDF
Asymptotic properties of adaptive maximum likelihood estimators in latent variable models	Silvia Bianconcini	PDF
Asymptotics of nonparametric L-1 regression models with dependent data	Zhibiao Zhao, Ying Wei, Dennis Lin	PDF
A Robust, fully adaptive M-estimator for pointwise estimation in hetroscedastic regression	Michael Chichignoud, Johannes Lederer	PDF

 

Published Papers