The Annals of Statistics

An Official Journal of the Institute of Mathematical Statistics.


Volume 38, Number 1

Publication Date: February 2010

Frontmatter

Table of Contents

Editorial Board

Articles

The spectrum of kernel random matrices

Noureddine El Karoui; 1-50

Some nonasymptotic results on resampling in high dimension, I: Confidence regions

Sylvain Arlot, Gilles Blanchard and Etienne Roquain; 51-82

Some nonasymptotic results on resampling in high dimension, II: Multiple tests

Sylvain Arlot, Gilles Blanchard and Etienne Roquain; 83-99

Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing

T. Tony Cai and Jiashun Jin; 100-145

Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density

Judith Rousseau; 146-180

Asymptotic equivalence of spectral density estimation and Gaussian white noise

Georgi K. Golubev, Michael Nussbaum and Harrison H. Zhou; 181-214

Globally optimal parameter estimates for nonlinear diffusions

Aleksandar Mijatović and Paul Schneider; 215-245

Estimation for a partial-linear single-index model

Jane-Ling Wang, Liugen Xue, Lixing Zhu and Yun Sam Chong; 246-274

Bayesian analysis in moment inequality models

Yuan Liao and Wenxin Jiang; 275-316

Spectral estimation of the fractional order of a Lévy process

Denis Belomestny; 317-351

Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model

Piet Groeneboom, Geurt Jongbloed and Birgit I. Witte; 352-387

Edgeworth expansions for studentized statistics under weak dependence

S. N. Lahiri; 388-434

Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations

Xin Qi and Hongyu Zhao; 435-481

Empirical risk minimization in inverse problems

Jussi Klemelä and Enno Mammen; 482-511

Invariant P-values for model checking

Michael Evans and Gun Ho Jang; 512-525

Regularization in kernel learning

Shahar Mendelson and Joseph Neeman; 526-565

Conditional least squares estimation in nonstationary nonlinear stochastic regression models

Christine Jacob; 566-597

Balanced control of generalized error rates

Joseph P. Romano and Michael Wolf; 598-633

2010 © Institute of Mathematical Statistics