An Official Journal of the Institute of Mathematical Statistics.
Volume 37, Number 5B
Publication Date: October 2009
Frontmatter
Table of Contents
Editorial Board
Articles
Nonparametric regression, confidence regions and regularization
P. L. Davies, A. Kovac and M. Meise; 2597-2625
Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
Faming Liang; 2626-2654
Adaptive Bayesian estimation using a Gaussian random field with inverse Gamma bandwidth
A. W. van der Vaart and J. H. van Zanten; 2655-2675
On maxima of periodograms of stationary processes
Zhengyan Lin and Weidong Liu; 2676-2695
Local linear quantile estimation for nonstationary time series
Zhou Zhou and Wei Biao Wu; 2696-2729
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
Jean-Marc Bardet and Olivier Wintenberger; 2730-2759
Adaptive Hausdorff estimation of density level sets
Aarti Singh, Clayton Scott and Robert Nowak; 2760-2782
Parameter tuning in pointwise adaptation using a propagation approach
Vladimir Spokoiny and Céline Vial; 2783-2807
Markov equivalence for ancestral graphs
R. Ayesha Ali, Thomas S. Richardson and Peter Spirtes; 2808-2837
Conditional predictive inference post model selection
Hannes Leeb; 2838-2876
High-dimensional analysis of semidefinite relaxations for sparse principal components
Arash A. Amini and Martin J. Wainwright; 2877-2921
Properties and refinements of the fused lasso
Alessandro Rinaldo; 2922-2952
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution
John H. J. Einmahl and Johan Segers; 2953-2989
Rank-based inference for bivariate extreme-value copulas
Christian Genest and Johan Segers; 2990-3022
Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing
Marek Omelka, Irène Gijbels and Noël Veraverbeke; 3023-3058
Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions
Alexander J. McNeil and Johanna Nešlehová; 3059-3097
