The Annals of Statistics

An Official Journal of the Institute of Mathematical Statistics.


Volume 37, Number 2

Publication Date: April 2009

Frontmatter

Table of Contents

Editorial Staff

Articles

A data-driven block thresholding approach to wavelet estimation

T. Tony Cai and Harrison H. Zhou; 569-595

On the false discovery rate and an asymptotically optimal rejection curve

Helmut Finner, Thorsten Dickhaus and Markus Roters; 596-618

An adaptive step-down procedure with proven FDR control under independence

Yulia Gavrilov, Yoav Benjamini and Sanat K. Sarkar; 619-629

Gaussian model selection with an unknown variance

Yannick Baraud, Christophe Giraud and Sylvie Huet; 630-672

SCAD-penalized regression in high-dimensional partially linear models

Huiliang Xie and Jian Huang; 673-696

The pseudo-marginal approach for efficient Monte Carlo computations

Christophe Andrieu and Gareth O. Roberts; 697-725

An RKHS formulation of the inverse regression dimension-reduction problem

Tailen Hsing and Haobo Ren; 726-755

Inference for censored quantile regression models in longitudinal studies

Huixia Judy Wang and Mendel Fygenson; 756-781

Estimating a concave distribution function from data corrupted with additive noise

Geurt Jongbloed and Frank H. van der Meulen; 782-815

Robust estimation for ARMA models

Nora Muler, Daniel Peña and Víctor J. Yohai; 816-840

Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise

Ingo Steinwart and Marian Anghel; 841-875

On surrogate loss functions and f-divergences

XuanLong Nguyen, Martin J. Wainwright and Michael I. Jordan; 876-904

The formal definition of reference priors

James O. Berger, José M. Bernardo and Dongchu Sun; 905-938

Differentiability of t-functionals of location and scatter

R. M. Dudley, Sergiy Sidenko and Zuoqin Wang; 939-960

Matrix representations and independencies in directed acyclic graphs

Giovanni M. Marchetti and Nanny Wermuth; 961-978

Likelihood ratio tests and singularities

Mathias Drton; 979-1012

A nonmanipulable test

Wojciech Olszewski and Alvaro Sandroni; 1013-1039

The Chernoff lower bound for symmetric quantum hypothesis testing

Michael Nussbaum and Arleta Szkoła; 1040-1057

Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn

Caterina May and Nancy Flournoy; 1058-1078

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