An Official Journal of the Institute of Mathematical Statistics.
Volume 38, Number 2
Publication Date: April 2010
Frontmatter
Table of Contents
Editorial Board
Articles
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth
Marc Hallin, Davy Paindaveine and Miroslav Šiman; 635-669
Rejoinder
Marc Hallin, Davy Paindaveine and Miroslav Šiman; 694-703
Goodness-of-fit tests for high-dimensional Gaussian linear models
Nicolas Verzelen and Fanny Villers; 704-752
Maximum Lq-likelihood estimation
Davide Ferrari and Yuhong Yang; 753-783
Inference for stochastic volatility models using time change transformations
Konstantinos Kalogeropoulos, Gareth O. Roberts and Petros Dellaportas; 784-807
A two-sample test for high-dimensional data with applications to gene-set testing
Song Xi Chen and Ying-Li Qin; 808-835
Asymptotic inference for high-dimensional data
Jim Kuelbs and Anand N. Vidyashankar; 836-869
On the consistent separation of scale and variance for Gaussian random fields
Ethan Anderes; 870-893
Nearly unbiased variable selection under minimax concave penalty
Cun-Hui Zhang; 894-942
Vast volatility matrix estimation for high-frequency financial data
Yazhen Wang and Jian Zou; 943-978
Estimation in Dirichlet random effects models
Minjung Kyung, Jeff Gill and George Casella; 979-1009
Optimal and fast detection of spatial clusters with scan statistics
Guenther Walther; 1010-1033
Batch means and spectral variance estimators in Markov chain Monte Carlo
James M. Flegal and Galin L. Jones; 1034-1070
Optimal properties of centroid-based classifiers for very high-dimensional data
Peter Hall and Tung Pham; 1071-1093
On dimension folding of matrix- or array-valued statistical objects
Bing Li, Min Kyung Kim and Naomi Altman; 1094-1121
Confidence bands in density estimation
Evarist Giné and Richard Nickl; 1122-1170
Defining probability density for a distribution of random functions
Aurore Delaigle and Peter Hall; 1171-1193
Covariate adjusted functional principal components analysis for longitudinal data
Ci-Ren Jiang and Jane-Ling Wang; 1194-1226
On construction of the smallest one-sided confidence interval for the difference of two proportions
Weizhen Wang; 1227-1243
Quantile estimation with adaptive importance sampling
Daniel Egloff and Markus Leippold; 1244-1278
On some problems in the article Efficient Likelihood Estimation in State Space Models by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026–2068]
Jens Ledet Jensen; 1279-1281
Reply to “On some problems in the article Efficient Likelihood Estimation in State Space Models” by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026–2068]
Cheng-Der Fuh; 1282-1285
