Iterative isotonic regression
Exact bounds on the closeness between the Student and standard normal distributions
Tail index estimation based on survey data
Central limit theorems for stochastic approximation with controlled Markov chain dynamics
Small stochastic perturbations in a general fractional kinetic equation
Operator scaled Wiener bridges
Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
A comparison of methods for selecting values of simulation input variables
Some limiting laws associated with the integrated Brownian motion
Height and the total mass of the forest of genealogical trees of a large population with general competition
Reflected BSDE’s with discontinuous barrier and time delayed generators
Model selection for Poisson processes with covariates
Asymptotic Properties of Collective-Rearrangement Algorithms
Nonparametric regression estimation onto a Poisson point process covariate
Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
Orthogonal polynomials for seminonparametric instrumental variables model
Weak law of large numbers for some Markov chains along non homogeneous genealogies
Convergence of the spectrum of empirical covariance matrices for independent MRW processes
Analysis of adaptive multilevel splitting algorithms in an idealized case
Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
Gaussian and non-Gaussian processes of zero power variation
Exponential concentration inequalities for additive functionals of Markov chains
Quantitative speeds of convergence for exposure to food contaminants
Poisson boundary of a relativistic diffusion in curved space-times: an example
Sensitivities via rough paths
Modified logarithmic Sobolev inequalities for canonical ensembles
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
Penultimate gamma approximation in the CLT for skewed distributions
Hidden Markov model for parameter estimation of a random walk in a Markov environment
Bayesian sequential testing of the drift of a Brownian motion
An ℓ 1 -oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models
Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient
Deviation inequalities for bifurcating Markov chains on Galton−Watson tree
Randomized pick-freeze for sparse Sobol indices estimation in high dimension
Weighted least-squares inference for multivariate copulas based on dependence coefficients
Bifractional Brownian motion: existence and border cases
Infinite dimensional functional convergences in random balls model
Rare event simulation and splitting for discontinuous random variables