Syring, Nicholas; Martin, Ryan Gibbs posterior concentration rates under sub-exponential type losses. (English) Zbl 07666811 Bernoulli 29, No. 2, 1080-1108 (2023). MSC: 62Gxx 62Fxx 68Txx PDFBibTeX XMLCite \textit{N. Syring} and \textit{R. Martin}, Bernoulli 29, No. 2, 1080--1108 (2023; Zbl 07666811) Full Text: DOI arXiv Link
Han, Yuefeng; Tsay, Ruey S.; Wu, Wei Biao High dimensional generalized linear models for temporal dependent data. (English) Zbl 07634386 Bernoulli 29, No. 1, 105-131 (2023). MSC: 62Jxx 62Mxx 62Fxx PDFBibTeX XMLCite \textit{Y. Han} et al., Bernoulli 29, No. 1, 105--131 (2023; Zbl 07634386) Full Text: DOI Link
Shao, Qi-Man; Zhang, Zhuo-Song Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms. (English) Zbl 07526597 Bernoulli 28, No. 3, 1548-1576 (2022). MSC: 62Fxx 62Exx PDFBibTeX XMLCite \textit{Q.-M. Shao} and \textit{Z.-S. Zhang}, Bernoulli 28, No. 3, 1548--1576 (2022; Zbl 07526597) Full Text: DOI arXiv Link
Chérief-Abdellatif, Badr-Eddine; Alquier, Pierre Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence. (English) Zbl 07467718 Bernoulli 28, No. 1, 181-213 (2022). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{B.-E. Chérief-Abdellatif} and \textit{P. Alquier}, Bernoulli 28, No. 1, 181--213 (2022; Zbl 07467718) Full Text: DOI arXiv Link
Cárcamo, Javier; Cuevas, Antonio; Rodríguez, Luis-Alberto Directional differentiability for supremum-type functionals: statistical applications. (English) Zbl 1442.62110 Bernoulli 26, No. 3, 2143-2175 (2020). Reviewer: Kévin Allan Sales Rodrigues (São Paulo) MSC: 62H05 62E20 62A01 62G20 PDFBibTeX XMLCite \textit{J. Cárcamo} et al., Bernoulli 26, No. 3, 2143--2175 (2020; Zbl 1442.62110) Full Text: DOI arXiv Euclid
Gao, Chao Robust regression via mutivariate regression depth. (English) Zbl 1466.62368 Bernoulli 26, No. 2, 1139-1170 (2020). MSC: 62J05 62G08 62G35 62H12 62C20 PDFBibTeX XMLCite \textit{C. Gao}, Bernoulli 26, No. 2, 1139--1170 (2020; Zbl 1466.62368) Full Text: DOI arXiv Euclid
Minsker, Stanislav; Wei, Xiaohan Robust modifications of U-statistics and applications to covariance estimation problems. (English) Zbl 1457.62147 Bernoulli 26, No. 1, 694-727 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62G32 62G30 62G35 62J10 62H12 PDFBibTeX XMLCite \textit{S. Minsker} and \textit{X. Wei}, Bernoulli 26, No. 1, 694--727 (2020; Zbl 1457.62147) Full Text: DOI arXiv Euclid
Fang, Xiao; Peng, Shige; Shao, Qi-Man; Song, Yongsheng Limit theorems with rate of convergence under sublinear expectations. (English) Zbl 1428.62096 Bernoulli 25, No. 4A, 2564-2596 (2019). MSC: 60F05 60F15 PDFBibTeX XMLCite \textit{X. Fang} et al., Bernoulli 25, No. 4A, 2564--2596 (2019; Zbl 1428.62096) Full Text: DOI arXiv Euclid
Das, Debraj; Lahiri, S. N. Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter. (English) Zbl 1442.62091 Bernoulli 25, No. 1, 654-682 (2019). MSC: 62G09 62E20 62G05 62J05 PDFBibTeX XMLCite \textit{D. Das} and \textit{S. N. Lahiri}, Bernoulli 25, No. 1, 654--682 (2019; Zbl 1442.62091) Full Text: DOI arXiv Euclid
Minsker, Stanislav Geometric median and robust estimation in Banach spaces. (English) Zbl 1348.60041 Bernoulli 21, No. 4, 2308-2335 (2015). MSC: 60F10 62F12 PDFBibTeX XMLCite \textit{S. Minsker}, Bernoulli 21, No. 4, 2308--2335 (2015; Zbl 1348.60041) Full Text: DOI arXiv Euclid
Hill, Jonathan B. Robust estimation and inference for heavy tailed GARCH. (English) Zbl 1319.62192 Bernoulli 21, No. 3, 1629-1669 (2015). MSC: 62M10 62F10 62F35 PDFBibTeX XMLCite \textit{J. B. Hill}, Bernoulli 21, No. 3, 1629--1669 (2015; Zbl 1319.62192) Full Text: DOI arXiv Euclid
Zähle, Henryk Qualitative robustness of statistical functionals under strong mixing. (English) Zbl 1388.62071 Bernoulli 21, No. 3, 1412-1434 (2015). MSC: 62F35 62G35 60F05 PDFBibTeX XMLCite \textit{H. Zähle}, Bernoulli 21, No. 3, 1412--1434 (2015; Zbl 1388.62071) Full Text: DOI arXiv Euclid
Kanamori, Takafumi; Fujisawa, Hironori Affine invariant divergences associated with proper composite scoring rules and their applications. (English) Zbl 1457.62093 Bernoulli 20, No. 4, 2278-2304 (2014). MSC: 62F35 62J02 62B10 62M20 PDFBibTeX XMLCite \textit{T. Kanamori} and \textit{H. Fujisawa}, Bernoulli 20, No. 4, 2278--2304 (2014; Zbl 1457.62093) Full Text: DOI arXiv Euclid
Chichignoud, Michaël; Lederer, Johannes A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression. (English) Zbl 1303.62035 Bernoulli 20, No. 3, 1560-1599 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 62G35 62G08 62G20 62C20 PDFBibTeX XMLCite \textit{M. Chichignoud} and \textit{J. Lederer}, Bernoulli 20, No. 3, 1560--1599 (2014; Zbl 1303.62035) Full Text: DOI arXiv Euclid
Lu, Zudi; Tang, Qingguo; Cheng, Longsheng Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework. (English) Zbl 1400.62066 Bernoulli 20, No. 1, 164-189 (2014). MSC: 62G05 62G20 62H11 62M40 PDFBibTeX XMLCite \textit{Z. Lu} et al., Bernoulli 20, No. 1, 164--189 (2014; Zbl 1400.62066) Full Text: DOI arXiv Euclid
Yu, Bin Stability. (English) Zbl 1440.62402 Bernoulli 19, No. 4, 1484-1500 (2013). MSC: 62R07 62F35 62G35 62J07 PDFBibTeX XMLCite \textit{B. Yu}, Bernoulli 19, No. 4, 1484--1500 (2013; Zbl 1440.62402) Full Text: DOI arXiv Euclid
Föllmer, Hans; Schied, Alexander Probabilistic aspects of finance. (English) Zbl 1279.91053 Bernoulli 19, No. 4, 1306-1326 (2013). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B02 91B24 91G10 91B06 PDFBibTeX XMLCite \textit{H. Föllmer} and \textit{A. Schied}, Bernoulli 19, No. 4, 1306--1326 (2013; Zbl 1279.91053) Full Text: DOI arXiv Euclid
Cardot, Hervé; Cénac, Peggy; Zitt, Pierre-André Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm. (English) Zbl 1259.62068 Bernoulli 19, No. 1, 18-43 (2013). MSC: 62L12 60B11 65C60 62F12 62E20 PDFBibTeX XMLCite \textit{H. Cardot} et al., Bernoulli 19, No. 1, 18--43 (2013; Zbl 1259.62068) Full Text: DOI arXiv Euclid
Gugushvili, Shota; Klaassen, Chris A. J. \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing. (English) Zbl 1257.49033 Bernoulli 18, No. 3, 1061-1098 (2012). MSC: 49M99 62G08 34A34 PDFBibTeX XMLCite \textit{S. Gugushvili} and \textit{C. A. J. Klaassen}, Bernoulli 18, No. 3, 1061--1098 (2012; Zbl 1257.49033) Full Text: DOI arXiv Euclid
Álvarez-Esteban, Pedro C.; Del Barrio, Eustasio; Cuesta-Albertos, Juan A.; Matrán, Carlos Similarity of samples and trimming. (English) Zbl 1239.62005 Bernoulli 18, No. 2, 606-634 (2012). MSC: 62A01 62G09 62G10 62G20 65C60 PDFBibTeX XMLCite \textit{P. C. Álvarez-Esteban} et al., Bernoulli 18, No. 2, 606--634 (2012; Zbl 1239.62005) Full Text: DOI arXiv Euclid
Einmahl, John H. J.; Khmaladze, Estáte V. Central limit theorems for local empirical processes near boundaries of sets. (English) Zbl 1248.60030 Bernoulli 17, No. 2, 545-561 (2011). MSC: 60F05 28A15 60F17 62G20 62G30 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} and \textit{E. V. Khmaladze}, Bernoulli 17, No. 2, 545--561 (2011; Zbl 1248.60030) Full Text: DOI arXiv Euclid
Rudloff, Birgit; Karatzas, Ioannis Testing composite hypotheses via convex duality. (English) Zbl 1207.62101 Bernoulli 16, No. 4, 1224-1239 (2010). MSC: 62G10 62F03 PDFBibTeX XMLCite \textit{B. Rudloff} and \textit{I. Karatzas}, Bernoulli 16, No. 4, 1224--1239 (2010; Zbl 1207.62101) Full Text: DOI arXiv
Beran, Jan; Schützner, Martin On approximate pseudo-maximum likelihood estimation for LARCH-processes. (English) Zbl 1200.62100 Bernoulli 15, No. 4, 1057-1081 (2009). MSC: 62M10 62F12 60F05 65C60 62G05 PDFBibTeX XMLCite \textit{J. Beran} and \textit{M. Schützner}, Bernoulli 15, No. 4, 1057--1081 (2009; Zbl 1200.62100) Full Text: DOI arXiv
Cascos, Ignacio; López-Díaz, Miguel Consistency of the \(\alpha \)-trimming of a probability. Applications to central regions. (English) Zbl 1158.60338 Bernoulli 14, No. 2, 580-592 (2008). MSC: 60F99 PDFBibTeX XMLCite \textit{I. Cascos} and \textit{M. López-Díaz}, Bernoulli 14, No. 2, 580--592 (2008; Zbl 1158.60338) Full Text: DOI arXiv
Leeb, Hannes Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process. (English) Zbl 1155.62029 Bernoulli 14, No. 3, 661-690 (2008). MSC: 62G08 65C60 62G20 PDFBibTeX XMLCite \textit{H. Leeb}, Bernoulli 14, No. 3, 661--690 (2008; Zbl 1155.62029) Full Text: DOI arXiv
Christmann, Andreas; Steinwart, Ingo Consistency and robustness of kernel-based regression in convex risk minimization. (English) Zbl 1129.62031 Bernoulli 13, No. 3, 799-819 (2007). MSC: 62G08 46N30 65K99 PDFBibTeX XMLCite \textit{A. Christmann} and \textit{I. Steinwart}, Bernoulli 13, No. 3, 799--819 (2007; Zbl 1129.62031) Full Text: DOI arXiv Euclid
Greenshtein, Eitan; Ritov, Ya’acov Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization. (English) Zbl 1055.62078 Bernoulli 10, No. 6, 971-988 (2004). MSC: 62H99 62A01 62F30 PDFBibTeX XMLCite \textit{E. Greenshtein} and \textit{Y. Ritov}, Bernoulli 10, No. 6, 971--988 (2004; Zbl 1055.62078) Full Text: DOI
Cvitanić, Jakša; Karatzas, Ioannis Generalized Neyman-Pearson lemma via convex duality. (English) Zbl 1054.62056 Bernoulli 7, No. 1, 79-97 (2001). MSC: 62G10 49J53 PDFBibTeX XMLCite \textit{J. Cvitanić} and \textit{I. Karatzas}, Bernoulli 7, No. 1, 79--97 (2001; Zbl 1054.62056) Full Text: DOI Euclid