An Official Journal of the Institute of Mathematical Statistics.
Volume 35, Number 6
Publication Date: December 2007
Frontmatter
Table of Contents
Editorial Staff
Articles
The Dantzig selector: Statistical estimation when p is much larger than n
Emmanuel Candes and Terence Tao; 2313-2351
Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
Peter J. Bickel; 2352-2357
Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
Bradley Efron, Trevor Hastie and Robert Tibshirani; 2358-2364
Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
T. Tony Cai and Jinchi Lv; 2365-2369
Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
Ya’acov Ritov; 2370-2372
Discussion: A tale of three cousins: Lasso, L2Boosting and Dantzig
N. Meinshausen, G. Rocha and B. Yu; 2373-2384
Discussion: The Dantzig selector: Statistical estimation when p is much larger than n
Michael P. Friedlander and Michael A. Saunders; 2385-2391
Rejoinder: The Dantzig selector: Statistical estimation when p is much larger than n
Emmanuel Candès and Terence Tao; 2392-2404
Stepup procedures controlling generalized FWER and generalized FDR
Sanat K. Sarkar; 2405-2420
Estimation and confidence sets for sparse normal mixtures
T. Tony Cai, Jiashun Jin and Mark G. Low; 2421-2449
Consistency of cross validation for comparing regression procedures
Yuhong Yang; 2450-2473
Spline-backfitted kernel smoothing of nonlinear additive autoregression model
Li Wang and Lijian Yang; 2474-2503
Conditional density estimation in a regression setting
Sam Efromovich; 2504-2535
Estimation of a k-monotone density: Limit distribution theory and the spline connection
Fadoua Balabdaoui and Jon A. Wellner; 2536-2564
Perturbation selection and influence measures in local influence analysis
Hongtu Zhu, Joseph G. Ibrahim, Sikyum Lee and Heping Zhang; 2565-2588
Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
Joel L. Horowitz and Enno Mammen; 2589-2619
Testing the suitability of polynomial models in errors-in-variables problems
Peter Hall and Yanyuan Ma; 2620-2638
Accelerated convergence for nonparametric regression with coarsened predictors
Aurore Delaigle, Peter Hall and Hans-Georg Müller; 2639-2653
A constructive approach to the estimation of dimension reduction directions
Yingcun Xia; 2654-2690
Some theoretical results on neural spike train probability models
Hock Peng Chan and Wei-Liem Loh; 2691-2722
Analysis of boosting algorithms using the smooth margin function
Cynthia Rudin, Robert E. Schapire and Ingrid Daubechies; 2723-2768
Measuring and testing dependence by correlation of distances
Gábor J. Székely, Maria L. Rizzo and Nail K. Bakirov; 2769-2794
Estimation of the covariance matrix of random effects in longitudinal studies
Yan Sun, Wenyang Zhang and Howell Tong; 2795-2814
Correction
Strong invariance principles for sequential Bahadur–Kiefer and Vervaat error processes of long-range dependent sequences
Miklós Csörgő, Barbara Szyszkowicz and Lihong Wang; 2815-2817
The Annals of Statistics
