An Official Journal of the Institute of Mathematical Statistics.
Volume 37, Number 6A
Publication Date: December 2009
Frontmatter
Table of Contents
Editorial Board
Articles
Identifiability of parameters in latent structure models with many observed variables
Elizabeth S. Allman, Catherine Matias and John A. Rhodes; 3099-3132
Estimating high-dimensional intervention effects from observational data
Marloes H. Maathuis, Markus Kalisch and Peter Bühlmann; 3133-3164
Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach
Estate V. Khmaladze and Hira L. Koul; 3165-3185
Robust nearest-neighbor methods for classifying high-dimensional data
Yao-ban Chan and Peter Hall; 3186-3203
Asymptotic equivalence and adaptive estimation for robust nonparametric regression
T. Tony Cai and Harrison H. Zhou; 3204-3235
On the path density of a gradient field
Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli and Larry Wasserman; 3236-3271
On random tomography with unobservable projection angles
Victor M. Panaretos; 3272-3306
Estimation of functional derivatives
Peter Hall, Hans-Georg Müller and Fang Yao; 3307-3329
Fixed-domain asymptotic properties of tapered maximum likelihood estimators
Juan Du, Hao Zhang and V. S. Mandrekar; 3330-3361
Adaptive density estimation for directional data using needlets
P. Baldi, G. Kerkyacharian, D. Marinucci and D. Picard; 3362-3395
Wavelet regression in random design with heteroscedastic dependent errors
Rafał Kulik and Marc Raimondo; 3396-3430
A conjugate prior for discrete hierarchical log-linear models
Hélène Massam, Jinnan Liu and Adrian Dobra; 3431-3467
The composite absolute penalties family for grouped and hierarchical variable selection
Peng Zhao, Guilherme Rocha and Bin Yu; 3468-3497
A unified approach to model selection and sparse recovery using regularized least squares
Jinchi Lv and Yingying Fan; 3498-3528
On nonparametric and semiparametric testing for multivariate linear time series
Yoshihiro Yajima and Yasumasa Matsuda; 3529-3554
Asymptotic theory of semiparametric Z-estimators for stochastic processes with applications to ergodic diffusions and time series
Yoichi Nishiyama; 3555-3579
Existence and construction of randomization defining contrast subspaces for regular factorial designs
Pritam Ranjan, Derek R. Bingham and Angela M. Dean; 3580-3599
Some results on 2n−m designs of resolution IV with (weak) minimum aberration
Hegang H. Chen and Ching-Shui Cheng; 3600-3615
Construction of nested space-filling designs
Peter Z. G. Qian, Mingyao Ai and C. F. Jeff Wu; 3616-3643
Building and using semiparametric tolerance regions for parametric multinomial models
Jiawei Liu and Bruce G. Lindsay; 3644-3659
A maximum likelihood method for the incidental parameter problem
Marcelo J. Moreira; 3660-3696
Estimating the Gumbel scale parameter for local alignment of random sequences by importance sampling with stopping times
Yonil Park, Sergey Sheetlin and John L. Spouge; 3697-3714
