ESAIM: Probability and Statistics (ESAIM: P&S)

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Iterative isotonic regression p. 1

Arnaud Guyader, Nick Hengartner, Nicolas Jégou and Eric Matzner-Løber

Published online: 17 March 2015

DOI: https://doi.org/10.1051/ps/2014012

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Exact bounds on the closeness between the Student and standard normal distributions p. 24

Iosif Pinelis

Published online: 17 March 2015

DOI: https://doi.org/10.1051/ps/2014014

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Tail index estimation based on survey data p. 28

Patrice Bertail, Emilie Chautru and Stéphan Clémençon

Published online: 01 May 2015

DOI: https://doi.org/10.1051/ps/2014011

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Central limit theorems for stochastic approximation with controlled Markov chain dynamics p. 60

Gersende Fort

Published online: 17 June 2015

DOI: https://doi.org/10.1051/ps/2014013

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Small stochastic perturbations in a general fractional kinetic equation p. 81

David Márquez-Carreras

Published online: 17 June 2015

DOI: https://doi.org/10.1051/ps/2014015

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Operator scaled Wiener bridges p. 100

Mátyás Barczy, Peter Kern and Vincent Krause

Published online: 17 June 2015

DOI: https://doi.org/10.1051/ps/2014016

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Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix p. 115

Cristina Butucea, Yuri I. Ingster and Irina A. Suslina

Published online: 24 June 2015

DOI: https://doi.org/10.1051/ps/2014017

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A comparison of methods for selecting values of simulation input variables p. 135

Megdouda Ourbih-Tari and Sofia Guebli

Published online: 17 August 2015

DOI: https://doi.org/10.1051/ps/2014020

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Some limiting laws associated with the integrated Brownian motion p. 148

Christophe Profeta

Published online: 19 August 2015

DOI: https://doi.org/10.1051/ps/2014018

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Height and the total mass of the forest of genealogical trees of a large population with general competition p. 172

Le Vi and Etienne Pardoux

Published online: 19 August 2015

DOI: https://doi.org/10.1051/ps/2014019

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Reflected BSDE’s with discontinuous barrier and time delayed generators p. 194

Monia Karouf

Published online: 26 August 2015

DOI: https://doi.org/10.1051/ps/2014021

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Model selection for Poisson processes with covariates p. 204

Mathieu Sart

Published online: 01 September 2015

DOI: https://doi.org/10.1051/ps/2014022

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Asymptotic Properties of Collective-Rearrangement Algorithms p. 236

Christian Hirsch, Gerd Gaiselmann and Volker Schmidt

Published online: 01 September 2015

DOI: https://doi.org/10.1051/ps/2014026

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Nonparametric regression estimation onto a Poisson point process covariate p. 251

Benoît Cadre and Lionel Truquet

Published online: 06 October 2015

DOI: https://doi.org/10.1051/ps/2014023

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Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models p. 268

Pierre Ailliot and Françoise Pène

Published online: 06 October 2015

DOI: https://doi.org/10.1051/ps/2014024

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Orthogonal polynomials for seminonparametric instrumental variables model p. 293

Yevgeniy Kovchegov and Neşe Yıldız

Published online: 06 October 2015

DOI: https://doi.org/10.1051/ps/2014025

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Weak law of large numbers for some Markov chains along non homogeneous genealogies p. 307

Vincent Bansaye and Chunmao Huang

Published online: 06 October 2015

DOI: https://doi.org/10.1051/ps/2014027

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Convergence of the spectrum of empirical covariance matrices for independent MRW processes p. 327

Romain Allez, Rémi Rhodes and Vincent Vargas

Published online: 09 October 2015

DOI: https://doi.org/10.1051/ps/2014028

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Analysis of adaptive multilevel splitting algorithms in an idealized case p. 361

Charles-Edouard Bréhier, Tony Lelièvre and Mathias Rousset

Published online: 26 October 2015

DOI: https://doi.org/10.1051/ps/2014029

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Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications p. 395

Rita Giuliano and Claudio Macci

Published online: 26 October 2015

DOI: https://doi.org/10.1051/ps/2014030

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Gaussian and non-Gaussian processes of zero power variation p. 414

Francesco Russo and Frederi Viens

Published online: 06 November 2015

DOI: https://doi.org/10.1051/ps/2014031

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Exponential concentration inequalities for additive functionals of Markov chains p. 440

Radosław Adamczak and Witold Bednorz

Published online: 11 November 2015

DOI: https://doi.org/10.1051/ps/2014032

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Quantitative speeds of convergence for exposure to food contaminants p. 482

Florian Bouguet

Published online: 11 November 2015

DOI: https://doi.org/10.1051/ps/2015002

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Poisson boundary of a relativistic diffusion in curved space-times: an example p. 502

Jürgen Angst

Published online: 11 November 2015

DOI: https://doi.org/10.1051/ps/2015003

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Sensitivities via rough paths p. 515

Nicolas Marie

Published online: 16 November 2015

DOI: https://doi.org/10.1051/ps/2015001

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Modified logarithmic Sobolev inequalities for canonical ensembles p. 544

Max Fathi

Published online: 01 December 2015

DOI: https://doi.org/10.1051/ps/2015004

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Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise p. 560

Ester Mariucci

Published online: 01 December 2015

DOI: https://doi.org/10.1051/ps/2015005

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Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling p. 578

Mathieu Rosenbaum and Marc Yor

Published online: 01 December 2015

DOI: https://doi.org/10.1051/ps/2015009

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Penultimate gamma approximation in the CLT for skewed distributions p. 590

Michael V. Boutsikas

Published online: 01 December 2015

DOI: https://doi.org/10.1051/ps/2015010

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Hidden Markov model for parameter estimation of a random walk in a Markov environment p. 605

Pierre Andreoletti, Dasha Loukianova and Catherine Matias

Published online: 02 December 2015

DOI: https://doi.org/10.1051/ps/2015008

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Bayesian sequential testing of the drift of a Brownian motion p. 626

Erik Ekström and Juozas Vaicenavicius

Published online: 02 December 2015

DOI: https://doi.org/10.1051/ps/2015012

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An ℓ₁-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models p. 649

Emilie Devijver

Published online: 04 December 2015

DOI: https://doi.org/10.1051/ps/2015011

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Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient p. 671

Maud Delattre, Valentine Genon-Catalot and Adeline Samson

Published online: 11 December 2015

DOI: https://doi.org/10.1051/ps/2015006

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Deviation inequalities for bifurcating Markov chains on Galton−Watson tree p. 689

S. Valère Bitseki Penda

Published online: 11 December 2015

DOI: https://doi.org/10.1051/ps/2015007

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Randomized pick-freeze for sparse Sobol indices estimation in high dimension p. 725

Yohann de Castro and Alexandre Janon

Published online: 11 December 2015

DOI: https://doi.org/10.1051/ps/2015013

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Weighted least-squares inference for multivariate copulas based on dependence coefficients p. 746

Gildas Mazo, Stéphane Girard and Florence Forbes

Published online: 11 December 2015

DOI: https://doi.org/10.1051/ps/2015014

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Bifractional Brownian motion: existence and border cases p. 766

Mikhail Lifshits and Ksenia Volkova

Published online: 18 December 2015

DOI: https://doi.org/10.1051/ps/2015015

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Infinite dimensional functional convergences in random balls model p. 782

Jean-Christophe Breton and Renan Gobard

Published online: 18 December 2015

DOI: https://doi.org/10.1051/ps/2015016

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Rare event simulation and splitting for discontinuous random variables p. 794

Clément Walter

Published online: 18 December 2015

DOI: https://doi.org/10.1051/ps/2015017

ESAIM: Probability and Statistics

Volume 19 (2015)

Iterative isotonic regression p. 1

Exact bounds on the closeness between the Student and standard normal distributions p. 24

Tail index estimation based on survey data p. 28

Central limit theorems for stochastic approximation with controlled Markov chain dynamics p. 60

Small stochastic perturbations in a general fractional kinetic equation p. 81

Operator scaled Wiener bridges p. 100

Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix p. 115

A comparison of methods for selecting values of simulation input variables p. 135

Some limiting laws associated with the integrated Brownian motion p. 148

Height and the total mass of the forest of genealogical trees of a large population with general competition p. 172

Reflected BSDE’s with discontinuous barrier and time delayed generators p. 194

Model selection for Poisson processes with covariates p. 204

Asymptotic Properties of Collective-Rearrangement Algorithms p. 236

Nonparametric regression estimation onto a Poisson point process covariate p. 251

Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models p. 268

Orthogonal polynomials for seminonparametric instrumental variables model p. 293

Weak law of large numbers for some Markov chains along non homogeneous genealogies p. 307

Convergence of the spectrum of empirical covariance matrices for independent MRW processes p. 327

Analysis of adaptive multilevel splitting algorithms in an idealized case p. 361

Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications p. 395

Gaussian and non-Gaussian processes of zero power variation p. 414

Exponential concentration inequalities for additive functionals of Markov chains p. 440

Quantitative speeds of convergence for exposure to food contaminants p. 482

Poisson boundary of a relativistic diffusion in curved space-times: an example p. 502

Sensitivities via rough paths p. 515

Modified logarithmic Sobolev inequalities for canonical ensembles p. 544

Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise p. 560

Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling p. 578

Penultimate gamma approximation in the CLT for skewed distributions p. 590

Hidden Markov model for parameter estimation of a random walk in a Markov environment p. 605

Bayesian sequential testing of the drift of a Brownian motion p. 626

An ℓ1-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models p. 649

Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient p. 671

Deviation inequalities for bifurcating Markov chains on Galton−Watson tree p. 689

Randomized pick-freeze for sparse Sobol indices estimation in high dimension p. 725

Weighted least-squares inference for multivariate copulas based on dependence coefficients p. 746

Bifractional Brownian motion: existence and border cases p. 766

Infinite dimensional functional convergences in random balls model p. 782

Rare event simulation and splitting for discontinuous random variables p. 794

An ℓ₁-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models p. 649