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ESAIM: Probability and Statistics
Tome 19 (2015)
Iterative isotonic regression
Guyader, Arnaud
;
Hengartner, Nick
;
Jégou, Nicolas
;
Matzner-Løber, Eric
p. 1-23
Exact bounds on the closeness between the Student and standard normal distributions
Pinelis, Iosif
p. 24-27
Tail index estimation based on survey data
Bertail, Patrice
;
Chautru, Emilie
;
Clémençon, Stéphan
p. 28-59
Central limit theorems for stochastic approximation with controlled Markov chain dynamics
Fort, Gersende
p. 60-80
Small stochastic perturbations in a general fractional kinetic equation
Márquez-Carreras, David
p. 81-99
Operator scaled Wiener bridges
Barczy, Mátyás
;
Kern, Peter
;
Krause, Vincent
p. 100-114
Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
Butucea, Cristina
;
Ingster, Yuri I.
;
Suslina, Irina A.
p. 115-134
A comparison of methods for selecting values of simulation input variables
Ourbih-Tari, Megdouda
;
Guebli, Sofia
p. 135-147
Some limiting laws associated with the integrated Brownian motion
Profeta, Christophe
p. 148-171
Height and the total mass of the forest of genealogical trees of a large population with general competition
Vi, Le
;
Pardoux, Etienne
p. 172-193
Reflected BSDE’s with discontinuous barrier and time delayed generators
Karouf, Monia
p. 194-203
Model selection for Poisson processes with covariates
Sart, Mathieu
p. 204-235
Asymptotic Properties of Collective-Rearrangement Algorithms
Hirsch, Christian
;
Gaiselmann, Gerd
;
Schmidt, Volker
p. 236-250
Nonparametric regression estimation onto a Poisson point process covariate
Cadre, Benoît
;
Truquet, Lionel
p. 251-267
Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
Ailliot, Pierre
;
Pène, Françoise
p. 268-292
Orthogonal polynomials for seminonparametric instrumental variables model
Kovchegov, Yevgeniy
;
Yıldız, Neşe
p. 293-306
Weak law of large numbers for some Markov chains along non homogeneous genealogies
Bansaye, Vincent
;
Huang, Chunmao
p. 307-326
Convergence of the spectrum of empirical covariance matrices for independent MRW processes
Allez, Romain
;
Rhodes, Rémi
;
Vargas, Vincent
p. 327-360
Analysis of adaptive multilevel splitting algorithms in an idealized case
Bréhier, Charles-Edouard
;
Lelièvre, Tony
;
Rousset, Mathias
p. 361-394
Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
Giuliano, Rita
;
Macci, Claudio
p. 395-413
Gaussian and non-Gaussian processes of zero power variation
Russo, Francesco
;
Viens, Frederi
p. 414-439
Exponential concentration inequalities for additive functionals of Markov chains
Adamczak, Radosław
;
Bednorz, Witold
p. 440-481
Quantitative speeds of convergence for exposure to food contaminants
Bouguet, Florian
p. 482-501
Poisson boundary of a relativistic diffusion in curved space-times: an example
Angst, Jürgen
p. 502-514
Sensitivities via rough paths
Marie, Nicolas
p. 515-543
Modified logarithmic Sobolev inequalities for canonical ensembles
Fathi, Max
p. 544-559
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
Mariucci, Ester
p. 560-577
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
Rosenbaum, Mathieu
;
Yor, Marc
p. 578-589
Penultimate gamma approximation in the CLT for skewed distributions
Boutsikas, Michael V.
p. 590-604
Hidden Markov model for parameter estimation of a random walk in a Markov environment
Andreoletti, Pierre
;
Loukianova, Dasha
;
Matias, Catherine
p. 605-625
Bayesian sequential testing of the drift of a Brownian motion
Ekström, Erik
;
Vaicenavicius, Juozas
p. 626-648
An
ℓ
1
-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models
Devijver, Emilie
p. 649-670
Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
Delattre, Maud
;
Genon-Catalot, Valentine
;
Samson, Adeline
p. 671-688
Deviation inequalities for bifurcating Markov chains on Galton−Watson tree
Bitseki Penda, S. Valère
p. 689-724
Randomized pick-freeze for sparse Sobol indices estimation in high dimension
de Castro, Yohann
;
Janon, Alexandre
p. 725-745
Weighted least-squares inference for multivariate copulas based on dependence coefficients
Mazo, Gildas
;
Girard, Stéphane
;
Forbes, Florence
p. 746-765
Bifractional Brownian motion: existence and border cases
Lifshits, Mikhail
;
Volkova, Ksenia
p. 766-781
Infinite dimensional functional convergences in random balls model
Breton, Jean-Christophe
;
Gobard, Renan
p. 782-793
Rare event simulation and splitting for discontinuous random variables
Walter, Clément
p. 794-811